pa (version 1.2-4)

summary: Provide a summary for Brinson or regression analysis

Description

Summarize a portfolio and its benchmark. Present the attribution information including basic portfolio information, expsosures, and returns. The input can be any of the four class objects including brinson, brinsonMulti, regression, and regressionMulti.

Usage

summary(object, ...)

Value

Return relevant information about a portfolio and its benchmark. It includes their exposures based on input categories (for Brinson analysis only) and the results of either Brinson analysis or regression analysis.

Arguments

object

An object of brinson, brinsonMulti, regression or regressionMulti.

...

Other options.

Author

Yang Lu

Examples

## Single-period brinson analysis

data(jan)

p1 <- brinson(x = jan, date.var = "date", cat.var = "sector",
    bench.weight = "benchmark", portfolio.weight = "portfolio", ret.var
    = "return")

summary(p1)

## Multi-period brinson analysis

data(quarter)

p2 <- brinson(x = quarter, date.var = "date", cat.var = "sector",
bench.weight = "benchmark", portfolio.weight = "portfolio", ret.var =
"return")

summary(p2)