As many as 75% of patients with polycystic ovary syndrome (PCOS) are estimated to be unidentified in clinical practice. Utilizing polygenic risk prediction, we aim to identify the phenome-wide comorbidity patterns characteristic of PCOS to improve accurate diagnosis and preventive treatment. Leveraging the electronic health records (EHRs) of 124 852 individuals, we developed a PCOS risk prediction algorithm by combining polygenic risk scores (PRS) with PCOS component phenotypes into a polygenic and phenotypic risk score (PPRS). We evaluated its predictive capability across different ancestries and perform a PRS-based phenome-wide association study (PheWAS) to assess the phenomic expression of the heightened risk of PCOS. The integrated polygenic prediction improved the average performance (pseudo-R2) for PCOS detection by 0.228 (61.5-fold), 0.224 (58.8-fold), 0.211 (57.0-fold) over the null model across European, African, and multi-ancestry participants respectively. The subsequent PRS-powered PheWAS identified a high level of shared biology between PCOS and a range of metabolic and endocrine outcomes, especially with obesity and diabetes: "morbid obesity", "type 2 diabetes", "hypercholesterolemia", "disorders of lipid metabolism", "hypertension", and "sleep apnea" reaching phenome-wide significance. Our study has expanded the methodological utility of PRS in patient stratification and risk prediction, especially in a multifactorial condition like PCOS, across different genetic origins. By utilizing the individual genome-phenome data available from the EHR, our approach also demonstrates that polygenic prediction by PRS can provide valuable opportunities to discover the pleiotropic phenomic network associated with PCOS pathogenesis.