PerformanceAnalytics (version 1.1.0)

portfolio_bacon: Bacon(2008) Data

Description

A xts object that contains columns of monthly returns for an example of portfolio and its benchmark

Usage

portfolio_bacon

format

CSV conformed into an xts object with monthly observations

Examples

data(portfolio_bacon)

#preview the data
head(portfolio_bacon)

#summary period statistics
summary(portfolio_bacon)

#cumulative returns
tail(cumprod(1+portfolio_bacon),1)