performance-class {portfolio}

Class "performance"

Description

Return, per-security return, and exposed portfolio object for one period.

Objects from the Class

Objects can be created by calls of the form new("performance", ...).

Slots

ret:

Object of class "numeric" containing the total return for the period.

profit:

Object of class "numeric" containing the profit for the period, as a monetary amount.

missing.price:

Object of class "numeric" containing the number of missing prices encountered during performance calculation.

missing.return:

Object of class "numeric" containing the number of missing returns encountered during performance calculation.

ret.detail:

Object of class "data.frame" containing the per-security return detail for the period.

t.plus.one:

Object of class "portfolioBasic" containing the portfolio at the end of the period.

Methods

plot

signature(x = "performance", y = "missing"): Plot this object.

show

signature(object = "performance"): show this object, briefly.

summary

signature(object = "performance"): display a summary of this object.

Author(s)

Jeff Enos [e-mail]