Sugar 4.5.0e comes with a fix to configure group tabs and show in groups of selected tabs. With this fix we can create a groups of tabs which will be visible as the sub-navigation below the main tab.

To configure, I created a new group tab called Personal Data and then added the modules Home, RSS, Dashboard and My Portal.

After saving and publishing the group tab go to My Account and in the Layout Options block select Navigation Paradigm as Grouped Modules. Now hit the save button and you will see the Grouped Tabs.