performance-class {portfolio}R Documentation

Class "performance"

Description

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

Objects from the Class

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

Slots

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

Methods

plot
signature(x = "performance", y = "missing"): Plot this object.
show
signature(object = "performance"): show this object, briefly.
summary
signature(object = "performance"): display a summary of this object.

Author(s)

Jeff Enos jeff@kanecap.com


[Package portfolio version 0.4-4 Index]