compare_portfolios

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Compare 2 to 4 portfolios (built-in model portfolios, canonical strategies or your own allocations) side by side over their COMMON window, which is the only fair comparison: two pages' headline numbers usually cover different periods (a portfolio holding gold starts in 2004, the Ivy portfolio in 1996). Returns CAGR, volatility, max drawdown, Sharpe, Sortino, Ulcer index, best/worst year and longest time underwater on the aligned months, each portfolio's own full-window figures (labelled with their start), the pairwise correlation of their monthly returns and a calendar-year table. Use it for 'All Weather vs Golden Butterfly vs 60/40', 'which of these held up better', 'my portfolio vs 60/40'. Each item in `portfolios` has exactly one of `template` or `strategy` (ids from list_portfolios) or `assets` (your own allocation, including nested portfolios, rotations and strategies as holdings, with optional `rebalance` and `overlay`), plus an optional `label`. Ids are precomputed from the monthly refresh; `assets` entries are computed live (at most 2 custom entries and 24 distinct tickers per call). Read-only. For one portfolio's detail use analyze_portfolio, portfolio_returns or portfolio_risk.