Unless carrying is going to get you kicked out of everything, I'd suggest doing what you normally do. A religious revival festival is all well and good, but I'll warrant that the crystal balls there are just as foggy as everywhere else, with respect to being able to foresee crimes and threats.
Portland still is what it is, with all the normal daily threats. Particularly if you're heading out on the Max train, there are the usual worries:
litany of crime instances on/around the Max train.