# Load packages
# Core
library(tidyverse)
library(tidyquant)
Collect individual returns into a portfolio by assigning a weight to each stock
Choose your stocks.
from 2012-12-31 to 2017-12-31
symbols <- c("MSFT", "DPZ", "AAPL")
prices <- tq_get(x = symbols,
get = "stock.prices",
from = "2020-12-31",
to = "2025-12-31")
asset_returns_tbl <- prices %>%
group_by(symbol) %>%
tq_transmute(select = adjusted,
mutate_fun = periodReturn,
period = "quarterly",
type = "log") %>%
slice(-1) %>%
ungroup() %>%
set_names(c("asset", "date", "returns"))
# symbols
symbols <- asset_returns_tbl %>% distinct(asset) %>% pull()
symbols
## [1] "AAPL" "DPZ" "MSFT"
#weights
weights <- c(0.34, 0.33, 0.33)
weights
## [1] 0.34 0.33 0.33
w_tbl <- tibble(symbols, weights)
w_tbl
## # A tibble: 3 × 2
## symbols weights
## <chr> <dbl>
## 1 AAPL 0.34
## 2 DPZ 0.33
## 3 MSFT 0.33
# ?tq_portfolio
portfolio_returns_tbl <- asset_returns_tbl %>%
tq_portfolio(assets_col = asset,
returns_col = returns,
weights = w_tbl,
rebalance_on = "quarters")
portfolio_returns_tbl
## # A tibble: 18 × 2
## date portfolio.returns
## <date> <dbl>
## 1 2021-03-31 -0.0205
## 2 2021-06-30 0.165
## 3 2021-09-30 0.0333
## 4 2021-12-31 0.193
## 5 2022-03-31 -0.140
## 6 2022-06-30 -0.156
## 7 2022-09-30 -0.102
## 8 2022-12-30 0.0276
## 9 2023-03-31 0.128
## 10 2023-06-30 0.120
## 11 2023-09-29 -0.0266
## 12 2023-12-29 0.128
## 13 2024-03-28 0.0615
## 14 2024-06-28 0.105
## 15 2024-09-30 -0.0362
## 16 2024-12-31 0.0117
## 17 2025-03-31 -0.0468
## 18 2025-06-18 0.0328
Scatterplot
portfolio_returns_tbl %>%
ggplot(mapping = aes(x = date, y = portfolio.returns)) +
geom_point(color = "cornflowerblue") +
# Formatting
scale_x_date(date_breaks = "1 year",
date_labels = "%Y") +
# Labeling
labs(y = "monthly returns",
x = NULL,
title = "Portfolio Returns Scatter")
Histogram
portfolio_returns_tbl %>%
ggplot(mapping = aes(x = portfolio.returns)) +
geom_histogram(fill = "cornflowerblue", binwidth = 0.005) +
labs(x = "returns",
title = "Portfolio Returns Distribution")
Histogram & Density plot
portfolio_returns_tbl %>%
ggplot(mapping = aes(x = portfolio.returns)) +
geom_histogram(fill = "cornflowerblue", binwidth = 0.01) +
geom_density() +
# Formatting
scale_x_continuous(labels = scales::percent_format()) +
labs(x = "returns",
y = "distribution",
title = "Portfolio Histogram & Density")
It appears that at a quarterly rate that the portfolio is likely expected to make a return of 2% on average. Which using the 2025 metrics it could rise due to the current state of the stock market. That said it is likely only do be around 12% more if anything.
The largest possible loss of the portfolio would most like be around -18% whilst the highest return would be about 19%. That said the bulk of returns will most likely be between 3% and 12% returns, with 3 percent being more likely.