okama.Portfolio.wealth_index_with_assets

property Portfolio.wealth_index_with_assets

Calculate wealth index time series for the portfolio, all assets and accumulated inflation. Сash flows are not taken into account.

Wealth index (Cumulative Wealth Index) is a time series that presents the value of portfolio over historical time period. Accumulated inflation time series is added if inflation=True in the Portfolio.

Wealth index is obtained from the accumulated return multiplicated by the initial investments. initial_amount_pv * (Acc_Return + 1)

initial_amount_pv is the discounted value of the initial investments (initial_amount).

Returns:

DataFrame

Time series of wealth index values for portfolio, each asset and accumulated inflation.

Examples

>>> import matplotlib.pyplot as plt
>>> pf = ok.Portfolio(['VOO.US', 'GLD.US'], weights=[0.8, 0.2])
>>> pf.wealth_index_with_assets.plot()
>>> plt.show()