The portfolio you already hold, measured honestly.
portfolio-pnl-review
Realised against unrealised. XIRR against absolute return against CAGR, and when each is the right question. FIFO on partial sells, and cash-flow-weighted returns when money went in over time.
Prevents reading a 40 percent gain over four years as a 40 percent return.
portfolio-concentration-review
How concentrated the portfolio is, measured rather than counted. Take each holding's share of the portfolio, square it, add the squares, and invert the total. What comes back is the effective number of holdings: how many equal-sized positions the portfolio actually behaves like. Twenty names with half the money in one behave like about four. Sector concentration measured against a benchmark rather than against zero. SEBI and AMFI market-cap bands as they are actually defined. Promoter-group cross-exposure, so four companies in one house register as one bet.
Prevents believing twenty holdings means twenty bets.
portfolio-risk-metrics
Sharpe, Sortino, beta, R-squared, maximum drawdown, volatility, on India-correct inputs: 252 trading days and a risk-free rate near 6.5 percent rather than the US default a model assumes. The minimum sample below which each metric should not be quoted.
Prevents importing US defaults, and trusting metrics the sample cannot support.