port_decomp_example.xlsx#
Portfolio-decomposition example: multi-asset ETF total returns (SPY, EFA, EEM, PSP, QAI, HYG, DBC) with a target portfolio return series.
Source |
Derived — Derived from other course datasets |
Years |
2010-2025 |
Frequency |
M |
Vintage |
Rolling — refreshed by re-running the builder |
Provenance |
Example workbook derived from the multi-asset ETF pull (QAI flavor) plus an example portfolio-returns tab; no standalone builder. |
Used in this book#
Replicating Regressions — Linear Factor Decomposition (Exercises)
Files in this book#
port_decomp_example.xlsx