API Reference

Generated from docstrings. Every function also documents its own parameters, return type, and - where relevant - the exact formula it computes.

Submodule	Covers
Portfolio	The main entry point.
core	Asset-class tagging, calendar alignment, currency conversion, weight normalization.
explain	Explanation, MetricResult, and the explain() dispatcher.
metrics	Every metric function, grouped by submodule: returns, risk, performance, drawdowns, rolling, distributions, benchmarks, covariance, summary, costs.
models	Estimators (expected returns, covariance, factor models), optimization solvers, the construction recipe layer, and post-construction management (rebalance/monitor/compare).

Not yet implemented (see the Roadmap): portpy.visualization, portpy.models.simulation, portpy.strategies.