Split Nvarchar

How do I get a several of data in one Parameter to Stored Procedure and then splits the parameter to 2 table

split the data

You can not do this easily. There's no straightforward to make an NVARCHAR parameter take "more than one value".
Splitting up can be done using string functions. Add every part to a temporary table. Pseudo-code for this could be:

CREATE TABLE #TempTable (ID INT)
WHILE LEN(@PortfolioID) > 0
BEGIN
    IF NOT <@PortfolioID contains Comma>
    BEGIN
        INSERT INTO #TempTable VALUES CAST(@PortfolioID as INT)
        SET @PortfolioID = ''
    END ELSE
    BEGIN
         INSERT INTO #Temptable VALUES CAST(<Part until next comma> AS INT)
         SET @PortfolioID = <Everything after the next comma>
    END
END

Then, change your condition to

WHERE PortfolioId IN (SELECT ID FROM #TempTable)