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 — calculate allocation variances relative to the benchmark S&P 500 weights, (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 impact this portfolio based on historical factor beta. Provide the metrics 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 analyze asset classes with low correlation to my current holdings. Based on the sector and factor composition of my existing assets, calculate the historical correlation matrix against major asset classes (e.g., treasuries, commodities, real estate, international equities) over the trailing 3 years."

"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 historical position returns over the last quarter: [list assets, returns, weights]. 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? Calculate the percentage drift and quantify the total portfolio divergence from the benchmark."

"Analyze the allocation drift of my portfolio from its target weights. Here are my current holdings and market values: [list]. Calculate the unrealized gain/loss distribution across each position and quantify how sector and factor weights have shifted relative to the baseline."

"My portfolio has drifted from its 60/40 equity/bond target to approximately 72/28. Compare the historical volatility, Sharpe ratio, and drawdown characteristics of the 60/40 benchmark against the current 72/28 drifted profile over the trailing 5-year period."

"I'm evaluating adding [stock] to my portfolio. My current holdings are [list]. Calculate: (1) Its correlation with my existing holdings, (2) The sector and factor exposures it would add or increase, (3) The portfolio volatility change before vs. after adding a 2% weight in this asset."

"Looking at my current portfolio [list holdings and weights], run a mean-variance optimization analysis using Riskfolio-Lib / PyPortfolioOpt. Show me the historical efficient frontier, the Maximum Sharpe portfolio weights, and the Minimum Volatility portfolio weights based on 3-year historical data."

"Run my portfolio through three historical macro scenarios: (1) A recession scenario where the market falls 20% and bonds rally, (2) An inflationary scenario where rates rise 2% and equities fall 10%, (3) A strong growth scenario where the market rallies 15%. For each scenario, estimate my portfolio's approximate performance based on historical factor sensitivities."

"Which of my portfolio holdings have earnings announcements in the next 4 weeks? For each, calculate the expected earnings move based on implied options volatility and summarize their historical earnings reaction pattern."

"Calculate my portfolio's sensitivity to value vs. growth factor rotation. Based on current sector weights, what is my portfolio's aggregate beta to technology and cyclical factors?"

"Run my weekly portfolio review. Current holdings are [list]. This week's performance was [X]%. Give me: (1) weekly return contribution by asset, (2) any positions with upcoming earnings or economic catalysts, (3) whether my portfolio has drifted more than 5% from its baseline allocation, and (4) aggregate portfolio beta update."

"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, calculate the Sharpe and Sortino ratios, and flag any factor concentrations that have grown."

"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, asset contribution to total return, and whether my portfolio's factor exposures still match my intended strategy."