summary | R Documentation |
Summarize a portfolio and its benchmark. Present the attribution
information including basic portfolio information, expsosures, and
returns. The input can be any of the four class objects including
brinson
, brinsonMulti
, regression
, and
regressionMulti
.
summary(object, ...)
object |
An object of |
... |
Other options. |
Return relevant information about a portfolio and its benchmark. It includes their exposures based on input categories (for Brinson analysis only) and the results of either Brinson analysis or regression analysis.
Yang Lu Yang.Lu@williams.edu
## Single-period brinson analysis
data(jan)
p1 <- brinson(x = jan, date.var = "date", cat.var = "sector",
bench.weight = "benchmark", portfolio.weight = "portfolio", ret.var
= "return")
summary(p1)
## Multi-period brinson analysis
data(quarter)
p2 <- brinson(x = quarter, date.var = "date", cat.var = "sector",
bench.weight = "benchmark", portfolio.weight = "portfolio", ret.var =
"return")
summary(p2)
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