On Wed, 04 Sep 2024, Amarjit Chandhial via R-SIG-Finance writes:
> Hi,
>
> Are there any plans for
> https://timelyportfolio.github.io/PerformanceAnalytics/reference/table.CalendarReturns.html
>
> function to handle daily returns aggregated to monthly and year?
>
> It would be useful to have a table displaying Monthly Returns and Total
> Return (rows), by year's (columns), for daily returns.
>
> Amarjit
>
If an alternative package be acceptable as well, then
function 'returns' in PMwR (which I maintain) might do
what you want:
returns(<series>, period = "month")
in which series is a zoo (or xts) series. It is
described in the manual:
https://enricoschumann.net/R/packages/PMwR/manual/PMwR.html#holding-period-returns
--
Enrico Schumann
Lucerne, Switzerland
https://enricoschumann.net
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