Institutional-grade portfolio tools, free for advisors
Five optimization methods. J.P. Morgan forward-looking assumptions. Monte Carlo with fat-tail adjustment. The same quantitative framework used by OCIOs and multi-asset teams, available to independent advisors at no cost.
Why advisors use Portfolio Lab
Most advisor tools either cost thousands per year (Kwanti, BlackDiamond, Orion) or use backward-looking historical returns that break down at extreme valuations (Portfolio Visualizer). Portfolio Lab fills the gap: institutional methods, forward-looking data, zero cost.
All calculations run client-side. No client portfolio data leaves the browser. No compliance headaches from third-party data processing.
Relevant tools
Portfolio Optimizer
5 methods, 27 assets, efficient frontier, constraint support
Monte Carlo Simulator
Cornish-Fisher adjusted, fan charts, sequence risk modelling
CMA Comparison
Compare J.P. Morgan, BlackRock, Research Affiliates, GMO, AQR
SWR Calculator
Updated Trinity Study with forward-looking assumptions
Factor Exposure Analyzer
Decompose portfolio factor tilts: value, momentum, quality, size
Bitcoin Allocation
Optimal BTC sizing using mean-variance optimization
What sets this apart from what you already use
- ✓Black-Litterman optimization with custom views. Tilt portfolios without abandoning market consensus.
- ✓HRP (Hierarchical Risk Parity) for clients where return forecasts are uncertain. Clustering-based, no expected returns required.
- ✓Forward-looking assumptions from 5 research providers. Not historical extrapolation.
- ✓Bitcoin with institutional assumptions. Answer the "should we add Bitcoin?" question with data, not opinion.
- ✓Client-side privacy. No data transmitted. No vendor due diligence required.
Built by a practitioner
Portfolio Lab is built by Glenn Cameron, CFA, with 25+ years in institutional portfolio management and investment consulting at firms including Wilshire Associates, Sanlam Investments, and Cartwright. He led the first UK pension scheme Bitcoin allocation.
From assumptions to a client-ready portfolio
The workflow mirrors an institutional process. Start from forward-looking capital market assumptions, optimize to each client mandate using the method that fits — Black-Litterman where you hold views, HRP where return forecasts are weak — then pressure-test the result with Monte Carlo before it reaches the client. Every figure traces back to a documented methodology, so the analysis is defensible in a review or an audit.
How the cost compares
The tools advisors typically pay for run from roughly $39 to $195 a month, and most still optimize on historical returns. Portfolio Lab offers more optimization methods on forward-looking data at no cost. See the side-by-side comparison with Portfolio Visualizer or the case for it as the best free portfolio optimizer and retirement calculator.
Start building portfolios
Free. No signup required. No client data leaves your browser.
Open the optimizer