pa (version 1.0)

brinson-class: Class "brinson"

Description

Class brinson holds the results of an original portfolio, its benchmark, and the results of Brinson analysis of a single-period portfolio.

Examples

data(jan)

## Single-period brinson analysis

p1 <- brinson(x = jan, date.var = "date", cat.var = "sector",
    bench.weight = "benchmark", portfolio.weight = "portfolio", ret.var
    = "return")

summary(p1)

exposure(p1, var = "sector")

returns(p1)

plot(p1, var = "sector", type = "exposure")

plot(p1, var = "sector", type = "return")