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portfolio_bacon

Bacon(2008) Data

Description

A xts object that contains columns of monthly returns for an example of portfolio and its benchmark

Usage

portfolio_bacon

Format

CSV conformed into an xts object with monthly observations

Examples

data(portfolio_bacon)

#preview the data
head(portfolio_bacon)

#summary period statistics
summary(portfolio_bacon)

#cumulative returns
tail(cumprod(1+portfolio_bacon),1)
PerformanceAnalytics

Econometric Tools for Performance and Risk Analysis

v2.0.4
GPL-2 | GPL-3
Authors
Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb], Joshua Ulrich [ctb], Eric Zivot [ctb], Dries Cornilly [ctb], Eric Hung [ctb], Matthieu Lestel [ctb], Kyle Balkissoon [ctb], Diethelm Wuertz [ctb], Anthony Alexander Christidis [ctb], R. Douglas Martin [ctb], Zeheng 'Zenith' Zhou [ctb], Justin M. Shea [ctb]
Initial release
2020-02-05

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