What this tool does. You set any allocation across the building blocks (mostly ETFs, together with several Swiss real estate funds) and it computes that portfolio's daily total return over the period you choose, indexed to 100 at the start, in your chosen reference currency, and compares it with the seven model portfolios and any reference lines you select. Daily data, 31 December 2015 to 30 June 2026. Rolling periods start and end on month closes.
Data sources. ETF total returns come primarily from Yahoo Finance (adjusted for dividends and splits). A small set of SIX-listed Swiss funds whose dividend data Yahoo prices incorrectly are instead taken from EODHD (total-return adjusted close); the Italy exposure uses the Xtrackers FTSE MIB in euro. Exchange rates are daily Yahoo FX; inflation is US CPI. The Swiss pension reference lines use the Pictet LPP-2015 indices (daily, Pictet Asset Management) and the UBS Pensionskassen-Performance study (monthly, UBS).
Data-quality checks. Data is the foundation of everything else, so it is gated. Before any figure ships, every fund with an official issuer figure is checked: its annualised return must match the issuer's fact sheet within a tight band, or the build is stopped and rolled back. The pension benchmarks are checked the same way, against each provider's own published calendar-year returns. Both checks caught real errors during development.
Currency handling. Each holding is translated from its own listing currency (shown next to its name) into the selected reference currency at daily exchange rates, unhedged; weights and rebalancing are applied in that currency. The Cash (BIL) line is US Treasury bills seen in the chosen currency, not local cash.
Fees and rebalancing. The simulated annual expense you set is applied to your portfolio, to the seven models, and to the Pictet indices (gross, rules-based indices), but not to the UBS study (already net of fees) or to the Cash baseline. Your portfolio uses the rebalancing frequency you choose; the seven models always rebalance quarterly, matching their published methodology.
Benchmarks, read with care. The Pictet LPP lines are gross indices; the UBS line is a survey of about a hundred real Swiss pension funds, net of fees, published monthly with a one-month lag and holding appraisal-valued illiquid assets. Its volatility and drawdown are therefore smoothed and are not directly comparable to the daily mark-to-market indices; the tool flags this on the relevant rows.
Limitations. A backtest shows one path the past actually took, not the many it might have taken. It ignores trading costs, taxes, spreads and investor behaviour; it flatters allocations chosen with hindsight; and it is not a forecast. Volatility is annualised from weekday returns; CAGR and drawdown are computed over the selected window.
Disclaimer and liability. This tool is provided for educational and informational purposes only. It is not investment advice, an offer, or a recommendation. Despite robust processes and automated data checks, mistakes can still occur, whether in the data, the methodology or the code. No warranty is given as to accuracy or completeness, and no liability whatsoever is accepted for any loss or decision arising from its use. Use of this tool, and any decision based on it, is the reader's sole responsibility.