pt.annexrtn: Annualized excess return
In YRmisc: Y&R Miscellaneous R Functions
Description
Usage
Arguments
Examples
Description
Annualized excess return is the difference between the annualized and cumulative
return of the two series. Usually, one series are portfolio returns and the other is a benchmark
returns.
Usage
1
pt.annexrtn(ar,br)
Arguments
ar
:a vector of a risk asset return
br
:a vector of benchmark return
Examples
1
2
3
artn <- runif(100, -1, 1)
brtn <- runif(100, -1, 1)
pt.annexrtn(artn, brtn)
YRmisc documentation built on March 25, 2020, 5:13 p.m.
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Description Usage Arguments Examples
Description
Annualized excess return is the difference between the annualized and cumulative return of the two series. Usually, one series are portfolio returns and the other is a benchmark returns.
Usage
1 | pt.annexrtn(ar,br)
|
Arguments
ar |
:a vector of a risk asset return |
br |
:a vector of benchmark return |
Examples
1 2 3 | artn <- runif(100, -1, 1)
brtn <- runif(100, -1, 1)
pt.annexrtn(artn, brtn)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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