Select the backtest period which is appropriate to your needs:
- 1 month
- 3 months
- 6 months
- 1 year
- 3 years
- 5 years
- 10 years
- 20 years
- calendar year (one-click selection of a given year)
- specify a start date
- specify a stop date
Aligning to month end
By default, Portfolio Lab periods extend to the last market day. You can also run Portfolio Lab in previous month mode. In that mode, periods instead extend to the last day of previous month. This mode is activated through a global setting.
Assets with insufficient history
Some assets may have insufficient history for the selected time period. The missing price history for these assets is backfilled and a message is displayed at the bottom of the backtest window:
Click on the message to display more information about these assets.
Please refer to the following section for an explanation of the backfill mechanism.