Real Return Investment Portfolio Optimizer (Conceptual Analyzer)
Portfolio & Economic Assumptions
$
%
E.g., 0.2-0.4 for diversified portfolios. Affects conceptual portfolio volatility.
Asset Allocation & Nominal Performance Assumptions
Define asset classes, target allocations (must sum to 100%), and their expected nominal (pre-inflation) annual returns and volatilities.
Total Allocation: 0%
Real Return Analysis
Portfolio summary metrics will appear here.
Asset Class Performance (Nominal vs. Real E(R))
Target Asset Allocation
Nominal vs. Real Return Comparison Chart appears here.
Note on Portfolio Volatility: The displayed portfolio volatility is a conceptual estimate based on your inputs, including a simplified average pairwise correlation. True portfolio volatility is complex and influenced by the precise, varying correlations between all asset pairs, which are not fully modeled here.
No data for chart.
'; return; } const allReturns = dataPoints.flatMap(d => [d.nominal, d.real]); const yMin = Math.min(0, ...allReturns.filter(v=>!isNaN(v))); const yMax = Math.max(...allReturns.filter(v=>!isNaN(v))); const numPoints = dataPoints.length; const barWidth = w / numPoints / 2.5; // Width of each bar in a pair const groupPadding = barWidth / 2; // Padding between pairs const xScale = i => i * (barWidth * 2 + groupPadding) + groupPadding/2; // Group position const yScale = y => h - ((y - yMin) / (yMax - yMin === 0 ? 1 : yMax - yMin)) * h; let chartHTML = ``; container.innerHTML = chartHTML; } // --- PDF Generation --- function rripo_downloadPDF() { if (!rripo_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. Tables may be missing.'); console.error('doc.autoTable is not a function.'); } let y = 15; const m = 15; const cw = doc.internal.pageSize.getWidth() - (2 * m); const res = rripo_model.analysisResults; const inputs = rripo_model; // Use main model for input section 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(`Real Return Portfolio Analysis: ${inputs.portfolioName || 'N/A'}`, 16, 'bold', 0, 5); addLine(`Report Date: ${new Date().toLocaleDateString()}`, 9, 'italic', 0, 5); addLine("Economic & Portfolio Assumptions:", 12, 'bold', 0, 3); let inputData = [ ["Expected Annual Inflation (CPI):", rripo_formatPercent(inputs.inflationRate)], ["Assumed Avg. Pairwise Correlation:", inputs.avgCorrelation.toFixed(2)], ]; if (typeof doc.autoTable === 'function') { doc.autoTable({ startY: y, body: inputData, theme: 'plain', styles: {fontSize: 9, cellPadding: 1.2}, columnStyles: {0:{fontStyle:'bold'}}}); y = doc.lastAutoTable.finalY + 6; } else { inputData.forEach(row => addLine(`${row[0]} ${row[1]}`, 9)); y+=5; } addLine("Portfolio Summary:", 12, 'bold', 0, 3); let summaryData = [ ["Portfolio Nominal Expected Return:", rripo_formatPercent(res.portfolioNominalExpReturn)], ["Portfolio Real Expected Return:", rripo_formatPercent(res.portfolioRealExpReturn)], ["Conceptual Portfolio Nominal Volatility:", rripo_formatPercent(res.portfolioNominalExpVolatility_conceptual)], ]; if (typeof doc.autoTable === 'function') { doc.autoTable({ startY: y, body: summaryData, theme: 'plain', styles: {fontSize: 9, cellPadding: 1.2}, columnStyles: {0:{fontStyle:'bold'}}}); y = doc.lastAutoTable.finalY + 6; } else { summaryData.forEach(row => addLine(`${row[0]} ${row[1]}`, 9)); y+=5; } addLine("Asset Allocation & Expected Returns:", 11, 'bold', 0, 3); const head = [['Asset Class', 'Allocation (%)', 'Nominal E(R) (%)', 'Real E(R) (%)', 'Volatility (%)']]; const body = res.assetClassesFull.map(ac => [ ac.name, (ac.targetAllocation||0).toFixed(1), (ac.nominalExpReturn||0).toFixed(1), (ac.realExpReturn*100).toFixed(1), (ac.nominalExpVolatility||0).toFixed(1) ]); if (typeof doc.autoTable === 'function') { doc.autoTable({startY: y, head: head, body: body, theme: 'grid', headStyles:{fillColor:[52, 211, 153], textColor:20}, styles:{fontSize:8.5, cellPadding:1.5, halign:'right'}, columnStyles: {0:{halign:'left', fontStyle:'bold'}}}); y = doc.lastAutoTable.finalY + 7; } else { addLine("Asset allocation table could not be generated (plugin issue).", 8, 'italic'); y+=5;} addLine("Note: This is a conceptual simulator. Expected returns, volatilities, and correlations are assumptions. Actual results will vary. Portfolio volatility is a simplified estimate.", 7, 'italic'); doc.save(`${(inputs.portfolioName || 'RealReturnPortfolio').replace(/\s+/g, '_')}_Analysis.pdf`); }