Converting two lists into a matrix

The standard numpy function for what you want is np.column_stack:

>>> np.column_stack(([1, 2, 3], [4, 5, 6]))
array([[1, 4],
       [2, 5],
       [3, 6]])

So with your portfolio and index arrays, doing

np.column_stack((portfolio, index))

would yield something like:

[[portfolio_value1, index_value1],
 [portfolio_value2, index_value2],
 [portfolio_value3, index_value3],
 ...]