Performance Attribution for Equity Portfolios

It 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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install.packages("pa")

1.2-4 by Yang Lu, 3 years ago


Browse source code at https://github.com/cran/pa


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


Documentation:   PDF Manual  


GPL-2 license


Imports ggplot2, methods, grid


See at CRAN