performance-class

plot,performance,missing-method

initialize,performance-method

show,performance-method

summary,performance-method

Return, per-security return, and exposed portfolio object
 for one period.

classes

Classes for analysing and implementing equity portfolios,
including routines for generating tradelists and calculating
exposures to user-specified risk factors.

Daniel Gerlanc

portfolio

Analysing Equity Portfolios

Jeff Enos

David Kane

Kyle Campbell

performance-class function

Objects can be created by calls of the form <code>new("performance", ...)</code>.

Objects from the Class

<dl>
 <dt><code>ret</code>:</dt>
<dd>Object of class <code>"numeric"</code> containing the
 total return for the period.</dd> <dt><code>profit</code>:</dt>
<dd>Object of class <code>"numeric"</code> containing
 the profit for the period, as a monetary amount.</dd> <dt><code>missing.price</code>:</dt>
<dd>Object of class <code>"numeric"</code>
 containing the number of missing prices encountered during
 performance calculation.</dd> <dt><code>missing.return</code>:</dt>
<dd>Object of class <code>"numeric"</code>
 containing the number of missing returns encountered during
 performance calculation.</dd> <dt><code>ret.detail</code>:</dt>
<dd>Object of class <code>"data.frame"</code>
 containing the per-security return detail for the period.</dd> <dt><code>t.plus.one</code>:</dt>
<dd>Object of class <code>"portfolioBasic"</code>
 containing the portfolio at the end of the period.</dd> 
</dl>

Slots

<dl>
 <dt>plot</dt>
<dd><code>signature(x = "performance", y = "missing")</code>: Plot
 this object.</dd> <dt>show</dt>
<dd><code>signature(object = "performance")</code>: show this
 object, briefly.</dd> <dt>summary</dt>
<dd><code>signature(object = "performance")</code>: display a
 summary of this object.</dd> 
</dl>

Methods

Jeff Enos <a href="/link/jeff%40kanecap.com?package=portfolio&version=0.5-3" data-mini-rdoc="portfolio::jeff@kanecap.com">jeff@kanecap.com</a>

Author

Class "performance" — performance-class

<dl>
 <dt><code>ret</code>:</dt>
<dd>Object of class <code>"numeric"</code> containing the
 total return for the period.</dd>

 <dt><code>profit</code>:</dt>
<dd>Object of class <code>"numeric"</code> containing
 the profit for the period, as a monetary amount.</dd>

 <dt><code>missing.price</code>:</dt>
<dd>Object of class <code>"numeric"</code>
 containing the number of missing prices encountered during
 performance calculation.</dd>

 <dt><code>missing.return</code>:</dt>
<dd>Object of class <code>"numeric"</code>
 containing the number of missing returns encountered during
 performance calculation.</dd>

 <dt><code>ret.detail</code>:</dt>
<dd>Object of class <code>"data.frame"</code>
 containing the per-security return detail for the period.</dd>

 <dt><code>t.plus.one</code>:</dt>
<dd>Object of class <code>"portfolioBasic"</code>
 containing the portfolio at the end of the period.</dd>

 
</dl>

<dl>
 <dt>plot</dt>
<dd><code>signature(x = "performance", y = "missing")</code>: Plot
 this object.</dd>

 <dt>show</dt>
<dd><code>signature(object = "performance")</code>: show this
 object, briefly.</dd>

 <dt>summary</dt>
<dd><code>signature(object = "performance")</code>: display a
 summary of this object.</dd>

 
</dl>

Jeff Enos <a href='mailto:jeff@kanecap.com'>jeff@kanecap.com</a>

performance-class: Class "performance"

Description

Arguments

Objects from the Class

Slots

Methods

Author