Ensure you are using the official Proton binary packaged into a portable format (like those found via GitHub communities or PortableApps) to avoid "middle-man" malware. Conclusion
Because of this, the standard desktop app alone does not meet the criteria of a “portable” application.
If you want to tailor this setup for a specific environment, let me know:
What (Windows, macOS, or Linux) do you target most?
For advanced users needing to use Thunderbird or Outlook while keeping data on a USB drive, Proton Bridge can be used, though this requires more configuration. Conclusion
Portable apps keep settings, caches, and encryption keys inside their own folder, leaving nothing on the host PC.