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)
- 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()