Learn R Programming

PortfolioTesteR (version 0.1.4)

print.performance_analysis: Print Performance Analysis Results

Description

S3 method for printing performance analysis with key metrics including risk-adjusted returns, drawdown statistics, and benchmark comparison.

Usage

# S3 method for performance_analysis
print(x, ...)

Value

Invisible copy of x

Arguments

x

performance_analysis object

...

Additional arguments (unused)

Examples

Run this code
data("sample_prices_weekly")
data("sample_prices_daily")
syms_all <- intersect(names(sample_prices_weekly)[-1], names(sample_prices_daily)[-1])
syms <- syms_all[seq_len(min(3L, length(syms_all)))]
P <- sample_prices_weekly[, c("Date", syms), with = FALSE]
D <- sample_prices_daily[,  c("Date", syms), with = FALSE]
mom <- calc_momentum(P, lookback = 12)
sel <- filter_top_n(mom, n = 3)
W   <- weight_equally(sel)
res <- run_backtest(P, W)
perf <- analyze_performance(res, D, benchmark_symbol = syms[1])
print(perf)  # or just: perf

Run the code above in your browser using DataLab