fPortfolio (version 3011.81)

backtest-performance: Portfolio backtesting net performance

Description

Displays plot of rebased portfolio performance and summary statistics.

Usage

netPerformance(object, format = "%Y-%m-%d")

Arguments

object

a list, returned from running the function portfolioSmoothing.

format

a character string of the date format used

Value

A plot of rebased portfolio returns and tables summarising portfolio performance over time.

References

W\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.