Python (Pandas) - Specific period return (and Max Drawdown)

Hello, Im looking for a proficient python coder with a solid financial background. Attached is a picture "Scenarios" which should be the final output and is what I am looking for. Attached is also and excel file "Portfolio Return [login to view URL]". Basically I want to code a simple stress test module which isolates the portfolio return (or max drawdown) in those periods of stress where financial markets dropped. What I need: For the periods below, I need the cumulative Portfolio Return (thats the cumulative return from the beginning of the period to the end of the period) visualized as a bar chart (as shown in the picture) and compared to the ETF1 Return for those periods. I must be able to select periods based on Begin Date and End Date and I must be able to add more periods or delete periods so the code must be written in a way that it is easy to ad/delete stress periods Periods: 02.01.2003 - 20.03.2003 31.10.2007 - 15.03.2009 20.05.2011 - 20.10.2011 31.07.2015 - 10.02.2016 26.01.2018 - 02.04.2018 If you want to earn a bonus then instead of showing the cumultive period returns you can show the maximum historical drawdown for that period. Here is code of how to calculate the maximum drawdown [login to view URL] All must be coded in Jupyter Notebook