Portfolio Projections · retire-time

Portfolio

Starting value ($)

Annual contribution / withdrawal ($)

Positive = add money · negative = withdraw

Time horizon (years)

Goal at end (optional, $)

Unlocks probability-of-success stat

Return assumptions

Expected annual return (%)

Annual volatility (%)

S&P 500 ≈ 16% · balanced portfolio ≈ 10–12%

Stress scenarios

2008-style crash

Year 1: −38%, then base return

Dot-com bear market

Yrs 1–3: −20%, −13%, −23%

Stagflation

Yrs 1–5: return − 5%, then base

Median outcome

—

50th percentile

Best case (90th pct)

—

1 in 10 runs exceeds this

Stress case (10th pct)

—

1 in 10 runs falls below

Probability of success

—

Set a goal to unlock

Monte Carlo · 1,000 simulations

Each simulation draws a random return each year from a lognormal distribution with the stated mean and volatility. Bands show where outcomes fall.

Middle 50%

80% range

Median

Projections are hypothetical. Returns are lognormal with stated parameters; 1,000 independent paths. Past market performance does not guarantee future results.

Scenario comparison

Deterministic paths under different market regimes. Stress scenarios apply the shock in early years then revert to base.

Scenario returns are applied before fees and taxes. Sequence-of-returns risk — shown in stress scenarios — can significantly reduce outcomes even when the long-run average return is unchanged.