to_monthly: Function to convert from daily to weekly returns.

In PCRA: Companion to Portfolio Construction and Risk Analysis

Function to convert from daily to weekly returns.

Description

to_monthly will convert daily returns to monthly returns.

Usage

to_monthly(daily, index_last = TRUE)

Arguments

daily	An xts object of daily returns.
index_last	Controls whether the return date label will fall on the month end date provided in the dataset (usually the final trading date of the month in most financial data sets) or the calendar month end date (potentially a non-trading date). Regardless, the returns are identical under two scenarios, but the date may differ for the "month end".

Details

These will be added

Value

monthly

Examples

args(to_monthly)

PCRA documentation built on July 15, 2026, 9:06 a.m.