Comparison "My all weather trio" with original constituents but different rebalance frequency (weekly,monthly,quarterly,half_year,yearly)¶
In [16]:
import pandas as pd
plot_df = pd.DataFrame()
plot_df['weekly_rebalance'] = backtest_1.cumulative_performance.ending_portfolio_value
plot_df['monthly_rebalance'] = backtest_2.cumulative_performance.ending_portfolio_value
plot_df['quarterly_rebalance'] = backtest_3.cumulative_performance.ending_portfolio_value
plot_df['half_year_rebalance'] = backtest_4.cumulative_performance.ending_portfolio_value
plot_df['yearly_rebalance'] = backtest_4.cumulative_performance.ending_portfolio_value
plot_df.plot();
In [17]:
benchmark_rets = pf.utils.get_symbol_rets('SPY')
pf.plotting.show_perf_stats(returns_1, benchmark_rets)
In [18]:
benchmark_rets = pf.utils.get_symbol_rets('SPY')
pf.plotting.show_perf_stats(returns_2, benchmark_rets)
In [19]:
benchmark_rets = pf.utils.get_symbol_rets('SPY')
pf.plotting.show_perf_stats(returns_3, benchmark_rets)
In [20]:
benchmark_rets = pf.utils.get_symbol_rets('SPY')
pf.plotting.show_perf_stats(returns_4, benchmark_rets)
In [21]:
benchmark_rets = pf.utils.get_symbol_rets('SPY')
pf.plotting.show_perf_stats(returns_5, benchmark_rets)