Man pages for cquigley/rPerfFunc
Financial Performance Library

bdh_1fldcasts a bloomberg download
bench_funbenchmark returns calculator eq_rets = zoo of equity returns...
contrcontribution
contr_bench_ETFcontribution by benchmark for the ETF-based positions
contr_bench_IDXcontribution by benchmark for the Index-based positions
contr_classcontribution by asset class
contr_ltlong-term contribution
contr_lt_classcontribution by asset class
contr_modelcontribution for a model portfolio
contr_model_no_rebalcontribution for a model portfolio w/ no rebalances
contr_namecontribution by security name
contr_sectorcontribution by sector
contr_trcontribution trade
contr_trade_clcontribution for closed positions
contr_trade_opcontribution for open positions
contr_tradescontribution by trades
cum_returnscumulative returns
daily_fundaily series
earliest_commonearliest common returns
forceround0force round to 0 decimals
forceround1force round to 1 decimals
forceround2force round to 2 decimals
inceptionsince inception returns
model_funcreate return series from a model vsn is for ETF, NAV, price...
model_fun_no_rebalidentical to model_fun, except does not rebalance
mtdmonth to date return
naplacereplace NAs
naplace_zooreplace NAs for a zoo series
perf_shrinkAPX to R conversion
perf_shrink_factsheetAPX to R conversion with EOD weights for factsheets
qtrquarter to date retrurn
quarter_funquarterly series
readerspecific to the .prf and .prb files from APX; clears the...
reader_secspecific to the .pse files from APX; clears the header
ret_from_idxreturns from any index
ret_rolltrailing rolling returns
ret_roll_fwdforward rolling returns
ret_roll_motrailing rolling returns does NOT annualize long or short...
ret_roll_mo_anntrailing rolling returns annualize long term, leave short...
ret_roll_mo_ann_alltrailing rolling returns annualize long and short term
ret_to_idxreturns from to index, starting at 100
rounderround to n number of digits, 2 by default
sd_rolltrailing rolling standard deviations, for a daily series
sd_roll_motrailing rolling standard deviations, for a monthly series
xyearvariable year return for a daily series, end of month
xyear_mvariable year return for a monthly series
xyear_sdvariable year standard deviation for a daily series, end of...
xyear_sd_mvariable year standard deviation for a daily series, monthly...
ytdyear to date return
cquigley/rPerfFunc documentation built on May 13, 2019, 10:55 p.m.