Results not same as portfoliovisualizer.com

[hcleungca]

What are you trying to do?
I'm trying to reproduce the results of optimizing two ETFs (VOO, VGLT) from portfoliovisualizer.com
https://www.portfoliovisualizer.com/optimize-portfolio?s=y&sl=3bujgs9JzveGOAw5M75x7g

What have you tried?
I tried to do it using PyPortfolioOpt, the colab notebook can be found here
https://colab.research.google.com/drive/1MgPrnar7MxrHZR2IqWA7ovKiepDN5DHH?usp=sharing

What data are you using?
I'm using data download from yahoo

** Problem **
maximizing sharpe ratio of two ETFs (VOO, VGLT) from portfoliovisualizer.com gave VOO 80.42%, VGLT 19.58%
but using PyPortfolioOpt gave VOO 70.8%, VGLT 29.2%

Did I do something wrong? thanks a lot

[jokercraft]

The difference could be due to the calculation technique for expected returns, covariance, and some other risk/return-related metrics used in the final optimization calculation. Your volatilities are different too. It is not a surprise that the final weights are different.

[ManyeeK]

Is portfoliovisualizer.com using yahoo data? I assume not as they have premium plans, would be a joke if they are not using good ones.....