I'm quite new to the Quantopian IDE, so these questions might only need a really simple Yes/No answer, but I wondered if it was possible to:
(1) Run and model multiple portfolios simultaneously? For example, an equal weight portfolio and a market cap portfolio, in a way that allows us to see how they perform relative to each other (with performance stats, if possible)
(2) Extract the actual performance (return) data for a given portfolio: i.e., download the notional value of the algo portfolio (Excel, CSV etc...)
So far I have been unable to figure either of these out, so it would be great to know whether it was (or wasn't) possible.
Thanks in advance!