pa (version 1.0)

brinsonMulti-class: Class "brinsonMulti"

Description

Class "brinsonMulti" holds the results of an original portfolio, its benchmark, and the results of brinson analysis of a multi-period portfolio.

Examples

## Multi-period brinson analysis
data(quarter)
p2 <- brinson(x = quarter, date.var = "date", cat.var = "sector",
bench.weight = "benchmark", portfolio.weight = "portfolio", ret.var = "return")
summary(p2)