Factor contributions table.

'; return; } const res = ftpc_model.analysisResults; summaryDiv.innerHTML = `

Portfolio Comparison

Metric	Base Portfolio	Factor-Tilted Portfolio	Impact of Tilts
Expected Return	${ftpc_formatPercent(res.basePortfolio.expReturn)}	${ftpc_formatPercent(res.tiltedPortfolio.expReturn)}	${ftpc_formatPercent(res.activeReturn)}
Conceptual Volatility	${ftpc_formatPercent(res.basePortfolio.volatility)}	${ftpc_formatPercent(res.tiltedPortfolio.volatility)}	${ftpc_formatPercent(res.tiltedPortfolio.volatility - res.basePortfolio.volatility)}
Conceptual Information Ratio	-		${res.informationRatio_conceptual.toFixed(2)}

`; ftpc_renderPieChart(res.basePortfolio.assetClasses, 'ftpc_baseAllocationPieChartSvg'); ftpc_renderReturnVolBarChart(res, barChartContainer); let factorTableHTML = ``; if(res.factorTiltsApplied.length > 0){ res.factorTiltsApplied.forEach(f => { factorTableHTML += ``; }); } else { factorTableHTML += ``; } factorTableHTML += `

Factor Tilt Applied	Return Impact (%)	Tracking Error (%)
${f.name}	${f.returnImpact.toFixed(2)}	${f.trackingError.toFixed(2)}
No factor tilts enabled.

`; factorTableContainer.innerHTML = factorTableHTML; const pdfBtn = document.getElementById('ftpc_downloadPdfButton'); if(pdfBtn) pdfBtn.style.display = 'block'; } function ftpc_renderPieChart(assetClasses, svgId) { /* Same as empa_renderPieChart, just different svgId and uses targetAllocation */ const svg = ftpc_getEl(svgId); if (!svg) return; svg.innerHTML = ''; const filteredAC = assetClasses.filter(ac => (ac.targetAllocation || 0) > 0.01); if(filteredAC.length === 0) { svg.parentElement.innerHTML = '

No allocations.

'; return; } const boxSize = Math.min(svg.parentElement.offsetWidth, svg.parentElement.offsetHeight, 260) || 260; svg.setAttribute('viewBox', `0 0 ${boxSize} ${boxSize}`); const radius = boxSize / 2 * 0.85; const cx = boxSize / 2; const cy = boxSize / 2; let cumulativePercent = 0; filteredAC.forEach(ac => { const percent = (ac.targetAllocation || 0) / 100; const startAngle = cumulativePercent * 2 * Math.PI - Math.PI / 2; const endAngle = (cumulativePercent + percent) * 2 * Math.PI - Math.PI / 2; const x1 = cx + radius * Math.cos(startAngle); const y1 = cy + radius * Math.sin(startAngle); const x2 = cx + radius * Math.cos(endAngle); const y2 = cy + radius * Math.sin(endAngle); const largeArcFlag = percent > 0.5 ? 1 : 0; const pathData = `M ${cx},${cy} L ${x1},${y1} A ${radius},${radius} 0 ${largeArcFlag},1 ${x2},${y2} Z`; const path = document.createElementNS("http://www.w3.org/2000/svg", "path"); path.setAttribute("d", pathData); path.setAttribute("fill", ac.color || '#ccc'); path.setAttribute("stroke", "#1F2937"); path.setAttribute("stroke-width", "1"); const title = document.createElementNS("http://www.w3.org/2000/svg", "title"); title.textContent = `${ac.name}: ${ac.targetAllocation.toFixed(1)}%`; path.appendChild(title); svg.appendChild(path); cumulativePercent += percent; }); } function ftpc_renderReturnVolBarChart(results, container) { container.innerHTML = ''; // Clear previous const svgWidth = Math.min(600, (ftpc_getEl('ftpcContainer_main').offsetWidth || 400) - 80); const svgHeight = 280; const m = {top: 20, right: 20, bottom: 60, left: 50}; const w = svgWidth - m.left - m.right; const h = svgHeight - m.top - m.bottom; const data = [ { name: 'Base E(R)', value: results.basePortfolio.expReturn, color: '#A78BFA' }, { name: 'Tilted E(R)', value: results.tiltedPortfolio.expReturn, color: '#818CF8' }, { name: 'Base Vol.', value: results.basePortfolio.volatility, color: '#FBBF24' }, { name: 'Tilted Vol.', value: results.tiltedPortfolio.volatility, color: '#F59E0B' } ]; const allYValues = data.map(d => d.value); const yMin = Math.min(0, ...allYValues.filter(v=>!isNaN(v))); const yMax = Math.max(...allYValues.filter(v=>!isNaN(v))); const numBars = data.length; const barWidth = w / numBars / 1.5; const groupPadding = barWidth / 2; const xScale = i => i * (barWidth + groupPadding) + groupPadding/2; const yScale = y => h - ((y - yMin) / (yMax - yMin === 0 ? 1 : yMax - yMin)) * h; let chartHTML = ``; container.innerHTML = chartHTML; } // --- PDF Generation --- function ftpc_downloadPDF() { if (!ftpc_model.analysisResults) { alert("Please analyze portfolio first."); return; } if (typeof window.jspdf === 'undefined' || typeof window.jspdf.jsPDF === 'undefined') { alert('Core PDF library (jsPDF) is not loaded.'); console.error('jsPDF library not found.'); return; } const { jsPDF: JSPDF } = window.jspdf; const doc = new JSPDF(); if (typeof doc.autoTable !== 'function') { alert('PDF Table plugin (jsPDF-AutoTable) not loaded correctly. Tables in PDF may be missing.'); console.error('doc.autoTable is not a function. jsPDF-AutoTable plugin error.'); } let y = 15; const m = 15; const cw = doc.internal.pageSize.getWidth() - (2 * m); const res = ftpc_model.analysisResults; const inputs = res.inputsSnapshot || ftpc_model; // Use snapshot function addLine(text, size, style = 'normal', indent = 0, spacing = 2.5) { if (y > 275) { doc.addPage(); y = m; } doc.setFontSize(size); doc.setFont(undefined, style); const lines = doc.splitTextToSize(text, cw - indent); doc.text(lines, m + indent, y); y += (lines.length * (size * 0.35)) + spacing; } addLine(`Factor-Tilted Portfolio Analysis: ${inputs.portfolioName || 'N/A'}`, 16, 'bold', 0, 5); addLine(`Report Date: ${new Date().toLocaleDateString()}`, 9, 'italic', 0, 5); addLine("Base Portfolio Assumptions:", 12, 'bold', 0, 3); addLine(`- Assumed Avg. Pairwise Correlation: ${inputs.avgCorrelation.toFixed(2)}`, 9, 'normal', 5, 2); if (typeof doc.autoTable === 'function') { const baseAssetHead = [['Asset Class', 'Allocation (%)', 'Nom. E(R) (%)', 'Volatility (%)']]; const baseAssetBody = inputs.assetClasses.map(ac => [ac.name, (ac.targetAllocation||0).toFixed(1), (ac.nominalExpReturn||0).toFixed(1), (ac.nominalExpVolatility||0).toFixed(1)]); doc.autoTable({startY: y, head: baseAssetHead, body: baseAssetBody, theme: 'striped', headStyles:{fillColor:[55,65,81]}, styles:{fontSize:8}}); y = doc.lastAutoTable.finalY + 5; } else { addLine("Base asset allocation table could not be generated.", 8, 'italic'); y+=5; } addLine("Factor Tilt Assumptions:", 12, 'bold', 0, 3); const factorHead = [['Factor Tilt', 'Enabled', 'Return Impact (%)', 'Tracking Error (%)']]; const factorBody = inputs.factors.map(f => [f.name, f.enabled ? 'Yes':'No', f.enabled?(f.returnImpact||0).toFixed(1):'N/A', f.enabled?(f.trackingError||0).toFixed(1):'N/A']); if (typeof doc.autoTable === 'function') { doc.autoTable({startY: y, head: factorHead, body: factorBody, theme: 'striped', headStyles:{fillColor:[55,65,81]}, styles:{fontSize:8}}); y = doc.lastAutoTable.finalY + 7; } else { addLine("Factor tilts table could not be generated.", 8, 'italic'); y+=5; } addLine("Portfolio Comparison:", 14, 'bold', 0, 4); const compHead = [['Metric', 'Base Portfolio', 'Factor-Tilted Portfolio', 'Impact of Tilts']]; const compBody = [ ['Expected Return', ftpc_formatPercent(res.basePortfolio.expReturn), ftpc_formatPercent(res.tiltedPortfolio.expReturn), ftpc_formatPercent(res.activeReturn)], ['Conceptual Volatility', ftpc_formatPercent(res.basePortfolio.volatility), ftpc_formatPercent(res.tiltedPortfolio.volatility), ftpc_formatPercent(res.tiltedPortfolio.volatility - res.basePortfolio.volatility)], ['Conceptual Information Ratio', '-', '-', res.informationRatio_conceptual.toFixed(2)] ]; if (typeof doc.autoTable === 'function') { doc.autoTable({startY: y, head: compHead, body: compBody, theme: 'grid', headStyles:{fillColor:[139,92,246]}, styles:{fontSize:9, halign:'center'}, columnStyles:{0:{halign:'left',fontStyle:'bold'}}}); y = doc.lastAutoTable.finalY + 7; } else { addLine("Comparison table could not be generated.", 8, 'italic'); y+=5;} addLine("Note: This is a conceptual simulator. Expected returns, volatilities, correlations, and factor impacts are assumptions. Actual results will vary. Volatility calculations are simplified.", 7, 'italic'); doc.save(`${(inputs.portfolioName || 'FactorTiltedPortfolio').replace(/\s+/g, '_')}_Analysis.pdf`); }