Private beta · free

Test your portfolio before you invest.

Backtests with real prices, savings plans and German taxes, plus optimisation, Monte Carlo, look-through and factor analysis. All in one tool, no spreadsheets.

Beta with limited places: if none is free right now, you join the waitlist and get an email as soon as it's your turn.

Xetra ETFs by ISIN and WKN
Base currency EUR
German withholding tax and Vorabpauschale
Transparent methodology

Sample backtest

Sample data

10.000 € starting capital, three sample portfolios, 20 years.

A look inside the app.

This is what results look like in Portfolio Lab, here with made-up sample data. With an account you run the same analyses with real prices and your own portfolios.

Five areas, 25 tools.

All tools work with the same data and settings. Pick an area to see what the tools can do.

BacktestCompare up to three portfolios with rebalancing, savings plan or withdrawals, costs and German flat-rate tax, including drawdowns and calendar years.Savings plan and withdrawalsFlat-rate taxLeverage per securityValue thresholdPDF report

TacticalTest moving average, dual momentum, relative strength, target volatility and adaptive asset allocation with real prices.Dual momentumPAA, VAA, DAARegime (HMM)Target volatility

CPPIPortfolio insurance with equity, bond and cash parts, multiplier and floor, compared with buy-and-hold and a fixed mix.TIPPLock-inLeverageRebalancing

Long/ShortPairs trading, portfolios of pairs, factor residuals and rank long/short, with costs, borrow fees and interest on cash.Pairs tradingAvellaneda/LeeRank long/short

CarryCurrency carry with G10 and emerging market currencies and bond carry along the yield curve, since the 1970s.Volatility targetingCrash filterBond carry

What makes Portfolio Lab different.

202Long time series in euros

Asset classes from equity markets and bonds to reinsurance, some from 1926. Plus every Xetra symbol, converted into your base currency.

§ 20German taxes included

Withholding tax, partial exemption, Vorabpauschale, saver's allowance and loss offsetting, in the backtest and in financial goals.

13Asset classes in the look-through

Institutional taxonomy with regions, sectors, risk drivers and the largest holdings across all funds.

Get started in three steps.

1Create account

An email address and a password are all you need.

2Confirm your email

One click on the link in the email. Places are limited during the beta: if none is free right now, you join the waitlist and get an email as soon as it's your turn.

3Compare portfolios

Add ETFs by name, ISIN or WKN or load a template, on your computer and your phone, always in sync.

From the knowledge base.

Five articles to browse, reshuffled on every visit.

All articles

Portfolio und Strategie

Pairs-Trading: Statistische Arbitrage mit Long und Short

Pairs-Trading erklärt: Distanzmethode, Kointegration, z-Wert und Halbwertszeit, was die Forschung über die Gewinne sagt und welche Risiken Long/Short birgt.

Steuern und ETF-Grundlagen

Aktiv oder passiv? Was Studien über Fondsmanager zeigen

Aktiv oder passiv? Warum die meisten aktiven Fonds hinter ihrem Index zurückbleiben: Sharpes Arithmetik, Kosten im Beispiel, SPIVA-Zahlen und wie du Fonds prüfst.

Rendite und Risiko

Tracking Error und Information Ratio erklärt

Der Tracking Error misst, wie stark ein Fonds von seinem Index abweicht, die Information Ratio, ob sich das lohnt. Formeln, Beispiele, Ursachen bei ETFs und Statistik.

Portfolio und Strategie

Basket Swaps, Total Return Swaps oder Futures: Exposure aufbauen

Basket Swaps, Total Return Swaps, Index-Futures oder ETF: Roll-Kosten und implizite Finanzierung, Swap-Spread, Margin, Kontrahentenrisiko, OGAW-Regeln und ein Kostenvergleich.

Rendite und Risiko

Zinseszins: Formel, Rechenbeispiele und Faustregeln

Zinseszins einfach erklärt: Formel, Beispiele mit Einmalanlage und Sparplan, die 72er-Regel, die Wirkung von Kosten und Inflation und was die Forschung dazu sagt.

Ready for your first backtest?

Create an account, confirm your email, get started. No ads and no subscription.

Base currency: Euro, other currencies converted
Taxes: Withholding tax, partial exemption, Vorabpauschale
Data: Prices, interest rates, inflation and factors from public sources
Privacy: Servers in the EU, no ads, statistics without cookies
Devices: Computer and phone, everything saved in your account
Price: Free during the beta