You are limited by the design of the layout that is current when you save the PDF. If you can set up your layout to show the data you want, that's what you get on your PDF. Save as PDF is really just another method for "printing" data shown on your current layout. You even use print setup to specify page orientation and size just like you would if printing the layout.
There are many ways to show related data on a layout--a portal is just one option and often not the best one for printing, but it's the simplest option for including related data. (A better way is often to turn the design of the layout around and use a list view layout based on the related table, but with fields included from the parent record.)