Systematic Equity Design
Build U.S. stock portfolios with screens, rankings, custom signals, constraints and optimization — across ~70 fundamental variables and 200+ derived signals.
Build portfolios you can test, implement and explain.
Portfolio research for serious investors & advisors
Design systematic U.S. equity and multi-asset portfolios, save and analyze them as reusable strategies, and model tax-aware implementation — with AI assisting every step.
Historical simulations are hypothetical and provided for research and educational use.
PortFrame AI · Design Studio
Explore an investment theme
Illustrative current-selectionDescribe an idea and build an illustrative equity portfolio around companies connected to that theme.
ExampleCompanies enabling AI data-center power demand
1Y
14.2%
Vol
11.8%
Sharpe
1.34
Max DD
-8.2%
Representative holdings · U.S. listed
NextEra Energy NEE8.4%
Vistra Corp VST6.2%
GE Vernova GEV5.8%
Eaton Corp ETN5.1%
Quanta Services PWR4.7%
Holdings selected with current information applied historically — illustrative, not an ex-ante backtest.
From portfolio design to analytics, tax-aware implementation and reporting — in one integrated workspace.
The portfolio workspace
Not a one-off backtest.
A reusable portfolio workspace.
Every portfolio you build becomes a saved research object: revisit its rules, refresh results, compare analytics, use it as a building block in another portfolio, examine tax-aware implementation, export the data or generate a report.
01
Design Studio
02
Portfolio Library
03
Analytics
04
Implementation
05
Reports
01
Design Studio
Build systematic equity and multi-asset portfolios through structured visual workflows.
02
Portfolio Library
Save, duplicate, reuse and explore portfolios and templates.
03
Analytics Dashboard
Examine performance, benchmarks, drawdowns, holdings, attribution and allocation history.
04
Implementation Workspace
Monitor tax lots, restrictions, drift, transactions and harvesting opportunities.
05
Report Builder
Turn portfolio analytics and commentary into reusable research reports.
Product modules
Everything needed to move from portfolio design to implementation research
Multi-Asset Allocation
Combine liquid ETFs and your own PortFrame equity portfolios within diversified, multi-asset allocations.
Tax-Aware Implementation
Model tax-loss harvesting, drift bands, gain budgets, replacement logic, restrictions, transactions and optional long–short overlays.
Analytics & Reporting
Analyze portfolio results and convert them into exportable, investor-facing research reports.
PortFrame AI · assists across every module
PortFrame AI helps translate investment ideas into portfolio specifications, select variables, explain results and generate report commentary — it assists the workflow rather than replacing your judgment.
How it works
From an idea to a report — without leaving the workspace.
Describe a thesis, shape it in the visual builder, simulate and analyze it, drop it into an allocation, model tax-aware implementation, and explain it in a report.
1Describe
Start with an idea, in plain English
PortFrame AI turns a thesis into a formal portfolio specification — choosing variables, rules and constraints you can review and edit.
PortFrame AI
Build a quality-value portfolio, quarterly rebalance, 50 stocks
Universe
U.S. Large + Mid
Signals
Quality · Value
Rebalance
Quarterly
Target
50 stocks
2Design
Shape it in the visual Design Studio
A node-based flow builder lays out the whole construction pipeline — universe, filters, screening rules, constraints and weighting — so every decision is visible and editable.
Design Studio · Flow builder
UniverseU.S. Equities
FilterCap · Sector
RulesRank · Screen
ConstraintsWeights
WeightingOptimize
OutputPortfolio
Optimizers Mean-Variance · Risk Parity · Max Sharpe
3Simulate
Simulate and analyze as a saved object
Daily-tracked performance, benchmark-relative results, drawdowns, holdings, and sector & factor attribution — all reusable and refreshable.
Analytics dashboard
PerformanceHoldingsSectorsFactorsRisk
1M
+2.1%
YTD
+11.6%
Sharpe
1.24
Simulated, hypothetical example · not actual returns
4Allocate & implement
Drop it into an allocation, then model tax
Use your equity portfolio as a sleeve in a multi-asset allocation, then model tax-loss harvesting, drift bands and lot-level treatment — monitored, not executed.
Allocation → Tax-aware monitor
Target weights
Tax-aware
Harvested$19.6k
Drift vs target
Within band±3%
ST / LT lots64 / 36
Simulated, hypothetical example · not actual returns
5Explain
Turn it into a shareable report
Combine analytics, fixed text and AI-written commentary into a reusable, investor-facing report — tied to the actual portfolio, not a generic narrative.
Report builder
Quality-Value Composite — Q4 Review
Strategy report · benchmark S&P 500
AI commentaryExport PDF
Simulated, hypothetical example · not actual returns
Portfolio Gallery
Explore portfolios, allocations and implementation studies
Equity · Systematic
Quality-Value Composite
Durable, cash-generative U.S. businesses screened on quality and value composites.
Systematic · no look-aheadOpen study · recreateEquity · Thematic
AI Infrastructure
Companies powering compute, data-center energy demand and connectivity.
Illustrative · fixed-selectionOpen study · recreateEquity · Thematic
Defense & Security
Defense electronics, counter-drone systems and secure communications.
Illustrative · fixed-selectionOpen study · recreateEquity · Income
Dividend Growers
High-quality companies with a track record of rising dividends.
Systematic · no look-aheadOpen study · recreateMulti-Asset · Core
Diversified Growth Allocation
Multi-asset growth blend of liquid ETFs and a custom U.S. equity sleeve.
Systematic · no look-aheadOpen study · recreateMulti-Asset · Glidepath
Retirement Transition
Glidepath that systematically shifts from growth to defensive over time.
Systematic · no look-aheadOpen study · recreateImplementation Study
Multi-Asset TLH Illustration
Tax-loss harvesting modeled against a diversified allocation with drift bands.
Tax-aware implementation studyOpen study · recreateImplementation Study
Long–Short Harvesting Extension
Optional overlay that extends harvesting opportunities later in a taxable account.
Tax-aware implementation studyOpen study · recreateAll figures shown are simulated, hypothetical examples for illustration — not actual investor returns. See full disclosures below.
Methodology & trust
Transparent rules. Clear assumptions. Honest about limits.
PortFrame publishes the construction rules, benchmark, rebalancing and transaction-cost assumptions behind every simulation, and is explicit about look-ahead bias and tax assumptions — because content that affects financial decisions has to be reliable.
No-look-ahead discipline
Systematic portfolios use only information available at each point in time.
Stated data sources
Universe, fundamentals and signals documented, not implied.
Research & modeling — not execution
PortFrame models implementation; it is not a brokerage and places no trades.
Pricing
Choose the plan that fits how you work.
Plans map to the product ladder — from exploring themes, to designing systematic portfolios, to studying tax-aware implementation and reporting.
Essentials
Explore investment themes through illustrative portfolios.
$10/month
Includes
- PortFrame AI
- Portfolio AI analysis
- Thematic portfolios
Core Investor
Most popularDesign and analyze systematic portfolios.
$29/month
Everything in Essentials, plus
- Equity portfolios (200+ signals)
- Asset allocation
- AI portfolio improvements
- Portfolio designer (flow editor)
- Manual edit portfolios
- Detailed analytics (Pro view)
Pro Investor
Study tax-aware implementation and communicate strategies professionally.
$79/month
Everything in Core, plus
- Advanced asset allocation (50+ signals)
- Tax-loss harvesting
- Reports
- Report templates
Compare plans
Every feature, by plan
| Feature | EssentialsEss.$10/mo | Core InvestorCore$29/mo | Pro InvestorPro$79/mo |
|---|---|---|---|
| PortFrame AI | |||
| Portfolio AI analysis | |||
| Thematic portfolios | |||
| Equity portfolios (200+ signals) | |||
| Asset allocation | |||
| AI portfolio improvements | |||
| Portfolio designer (flow editor) | |||
| Manual edit portfolios | |||
| Detailed portfolio analytics (Pro view) | |||
| Advanced asset allocation (50+ signals) | |||
| Tax-loss harvesting | |||
| Reports | |||
| Report templates |
What PortFrame is — and isn't
Clear answers before you build.
PortFrame is an integrated portfolio lab — not a brokerage, a robo-advisor, a stock-tip chatbot, or a generic backtester.
No. PortFrame is a portfolio research and implementation-modeling platform. It does not hold assets, route orders, or execute trades. Tax-aware implementation is modeled and monitored — never executed.
No. Historical simulations are hypothetical and depend on assumptions about portfolio rules, rebalancing, transaction costs and data availability. Past performance does not guarantee future results.
Systematic equity portfolios use a no-look-ahead process. Thematic and fixed-stock portfolios use holdings identified with current information applied historically, so their results are illustrative — not an ex-ante systematic backtest.
Yes. A PortFrame-built U.S. equity portfolio can serve as the equity sleeve inside a complete multi-asset allocation — the same object, reused as a building block.
No. PortFrame is a research and modeling tool. Tax-aware results depend on your assumptions, and nothing on the platform is individualized tax or investment advice.
Simulations. Historical simulations are hypothetical, do not represent actual investor experience, and depend on assumptions regarding portfolio rules, rebalancing, transaction costs and data availability. Past performance does not guarantee future results.
Illustrative selections. Thematic and fixed-stock portfolios use holdings selected with current information applied historically. Results are illustrative and are not equivalent to a no-look-ahead systematic strategy backtest.
Tax-aware implementation. Results are hypothetical and depend on user-defined assumptions including tax rates, holding periods, replacement securities and wash-sale treatment. PortFrame does not provide individualized tax advice or execute trades.