Portfolio Model

You need to have a Portfolio Table and Portfolio Details table to capture portfolio information, then you will need to have a benchmark and benchmark details table for Benchmark and then you need to find a way to link your Porftolio record with a corresponding benchmark record so you know which porfolios use what for benchmark.

this would be easiest, if i understand your problem correctly.. you could potentially have it all in two tables, summary and detail, but then you will need to have a flag in summary table to specify whehter it's a portfolio or benchmarck, and then add another column for benchmark ID, so you can link portfoloio data with benchmark data.  but that woud make DAX to do analysis a little bit more complicated.