plot: Plot the exposure or the return of a brinson, brinsonMulti,...

In pa: Performance Attribution for Equity Portfolios

Plot the exposure or the return of a brinson, brinsonMulti, regression or regressionMulti object

Description

This method plots the exposure or return comparison graph of a portfolio and its benchmark based on a portfolio class object.

Methods

signature(x = "ANY", y = "ANY")

The usual plot method from the base package.

signature(x = "brinsonMulti", y = "missing")

The x must be a brinsonMulti class object.

The var can be used to specified the factor whose exposure to be shown. sector is the default setting where the exposure comparison graph based on sectors will be shown.

The type can be either exposure or return. The default setting is exposure. When the type is set to return, the var option is no longer in use.

signature(x = "brinson", y = "missing")

The x must be a brinson class object.

The var can be used to specified the factor whose exposure to be shown. sector is the default setting where the exposure comparison graph based on sectors will be shown.

The type can be either exposure or return. The default setting is exposure. When the type is set to return, the var option is no longer in use.

signature(x = "regressionMulti", y = "missing")

The x must be a regressionMulti class object.

The var can be used to specified the factor whose exposure to be shown. sector is the default setting where the exposure comparison graph based on sectors will be shown.

The type can be either exposure or return. The default setting is exposure. When the type is set to return, the var option is no longer in use.

signature(x = "regression", y = "missing")

The x must be a regression class object.

The var can be used to specified the factor whose exposure to be shown. sector is the default setting where the exposure comparison graph based on sectors will be shown.

The type can be either exposure or return. The default setting is exposure. When the type is set to return, the var option is no longer in use.

pa documentation built on Aug. 21, 2023, 5:06 p.m.