AI for Portfolio Analysis: Your Institutional-Grade Portfolio Analyst

"Give me a complete portfolio snapshot. My current holdings are: [list stocks/ETFs with position sizes]. Analyze: (1) sector concentration — which sectors am I overweight and underweight relative to the S&P 500, (2) factor exposures — my overall growth vs. value tilt, momentum exposure, and market beta, (3) top 5 pairwise correlations among my holdings, (4) any positions that represent more than 10% of my portfolio, and (5) what macro scenarios would most hurt this portfolio. Give me the overall picture in one structured summary."

"Calculate the approximate 12-month correlation between each pair of my holdings: [list positions]. Present the results as a correlation matrix. Highlight any pairs with correlation above 0.7, as these represent concentration risk. Which of my positions provide the most genuine diversification benefit?"

"In the last major market selloff (specify the period), how would my current portfolio have performed? Given the typical correlation spikes that occur during equity downturns, which of my supposedly diversified holdings would have moved together against me? What is the realistic worst-case scenario for my portfolio in a 15% market correction?"

"My current portfolio is [describe]. I want to add a position that genuinely reduces portfolio correlation without significantly reducing expected return. Based on the sector and factor composition of my existing holdings, what types of securities, ETFs, or asset classes would provide the most meaningful diversification benefit? Give me 3–5 specific options with their rationale."

"My portfolio returned [X]% over the last [period]. The S&P 500 returned [Y]% over the same period. Help me decompose my return: How much was attributable to pure market beta, how much to sector allocation decisions, and how much appears to be genuine stock selection alpha? Am I outperforming on a risk-adjusted basis?"

"Here are my trades over the last quarter: [list entries, exits, sizes]. For each closed position, calculate: the contribution to total portfolio return (in percentage points), whether it was sized proportional to its eventual performance, and the P&L in dollar terms. Rank my positions by contribution and identify my top 3 winners and top 3 detractors."

"Analyze whether my portfolio's outperformance over the last year is skill-based or factor-based. My holdings include [list]. Has momentum, growth, or quality been the primary driver of my returns? If those factors had not outperformed the market this year, would my stock selection still have beaten the benchmark?"

"My target portfolio allocation is: [list target %]. My current positions and their current market values are: [list]. Show me the current actual allocation versus target for each position. Which positions have drifted more than 2% from target? What specific trades would I need to make to restore the target allocation, and what would be the approximate tax consequences if these are in a taxable account?"

"I need to rebalance my portfolio from its current allocation back to my target. Here are the positions I need to reduce (winners): [list with approximate cost basis]. Here are positions I need to add to (underweight): [list]. Are there any positions with unrealized losses I could sell to harvest losses against my gains? Walk me through the most tax-efficient sequence of trades to rebalance while minimizing my capital gains tax bill."

"My portfolio has drifted from its 60/40 equity/bond target to approximately 72/28. Given current market conditions — where interest rates are [describe] and equity valuations are [describe] — is this an appropriate time to rebalance back toward bonds, or does the current regime argue for letting equity drift run? Give me both the mechanical rebalancing argument and the tactical overlay argument."

"I'm considering adding [stock] to my portfolio. My current holdings are [list]. Before I add this position: (1) How does it correlate with my existing holdings? (2) What sector and factor exposures would it add or increase? (3) What is the appropriate position size given my portfolio's current structure and my target of 1% risk per trade? (4) Would adding this improve or reduce my portfolio's overall diversification?"

"Looking at my current portfolio [list holdings and weights], are there any obvious inefficiencies? Are there any holdings that are highly correlated with others, suggesting I'm owning the same effective exposure twice? Are there sectors where I have overlapping positions without realizing it? What would a slightly more optimized version of my portfolio look like?"

"Run my portfolio through three macro scenarios: (1) A recession scenario where the market falls 20% and bonds rally, (2) An inflationary scenario where rates rise 2% and the market falls 10%, (3) A strong growth scenario where the market rallies 15%. For each scenario, estimate my portfolio's approximate performance and identify which positions would be most helped or hurt."

"I have earnings season coming up. Which of my portfolio holdings have earnings announcements in the next 4 weeks? For each, estimate the expected earnings reaction based on the implied options move and their historical earnings reaction pattern. What is my total portfolio's estimated gap risk (best case and worst case) from these upcoming reports?"

"Based on current leading economic indicators, there's a risk of a sector rotation away from growth and toward value. How would this rotation impact my portfolio? Which of my holdings would be most negatively affected? What hedges or position adjustments would reduce my portfolio's sensitivity to this rotation while maintaining my core exposures?"

"Run my weekly portfolio review. Current holdings are [list]. This week's performance was [X]%. Give me: (1) whether any positions have hit or are approaching their stop levels, (2) any positions with upcoming earnings or catalysts, (3) whether my portfolio has drifted more than 5% from its target allocation, and (4) whether there are any macro developments this week that should change my risk exposure."

"Run my monthly portfolio analysis. Here are all my positions and their month-to-date returns [list]. Compare my performance to SPY and QQQ. Run attribution analysis. Flag any factor concentrations that have grown. Tell me what changes, if any, I should consider making going into next month."

"Run my quarterly portfolio review. Here are my positions, their cost basis, and their current values [list]. Calculate: Sharpe ratio vs. SPY for the quarter, sector attribution, my win rate on closed positions this quarter, whether I'm adding alpha above the market return, and whether my portfolio's factor exposures still match my intended strategy. Recommend any structural changes for next quarter."