Performance Attribution for Equity Portfolios

A package that provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.


Reference manual

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1.2-1 by Yang Lu, 7 years ago

Browse source code at

Authors: Yang Lu [aut, cre] , David Kane [aut]

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL-2 license

Imports ggplot2, methods

Depends on grid

See at CRAN