Portfolio123 FactSet may not be Point-In-Time, and so some extra steps might be needed. The OP screen (very low PS with no filters for bankruptcies) is invalid without PIT data.

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"Portfolio123 is powered by data trusted by both Wall Street and academia: FactSet. Data by S&P Global Market Intelligence's Compustat and CapitalIQ available via a data license."
https://www.portfolio123.com/research

"For FactSet,... When you choose 'Use Prelim' we expose the final data on the News Date + one day. This means that some data points may suffer from look-ahead biases."
https://community.portfolio123.com/t/factset-beta-...

"Maybe I'm mistaken, but since the 2020 switchover of data providers, it has become my impression that Portfolio123 powered by FactSet might NO LONGER be accurately characterized as Point-In-Time Data." https://community.portfolio123.com/t/survivorship-...

""Might be helpful to think of simulations as proof of concepts, instead of a precise recreation of the past using a time machine. In other words, simulations are one possible result of many of your strategy."
https://community.portfolio123.com/t/live-strategy...

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