Package: pa 1.2-4

pa: 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.

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

pa_1.2-4.tar.gz
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pa_1.2-4.tgz(r-4.5-any)pa_1.2-4.tgz(r-4.4-any)pa_1.2-4.tgz(r-4.3-any)
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pa_1.2-4.tgz(r-4.4-emscripten)pa_1.2-4.tgz(r-4.3-emscripten)
pa.pdf |pa.html
pa/json (API)

# Install 'pa' in R:
install.packages('pa', repos = c('https://yl2.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • jan - Edited Barra data set in Jan. 2010.
  • quarter - Edited Barra data set for Q1, 2010.
  • test - A sample portfolio edited based on Barra data set in Jan. 2010.
  • year - Edited Barra data set in year 2010.

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.45 score 1 stars 28 scripts 287 downloads 10 mentions 7 exports 28 dependencies

Last updated 2 years agofrom:3e5467f74f. Checks:3 OK, 5 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 11 2025
R-4.5-winNOTEFeb 11 2025
R-4.5-macNOTEFeb 11 2025
R-4.5-linuxNOTEFeb 11 2025
R-4.4-winNOTEFeb 11 2025
R-4.4-macNOTEFeb 11 2025
R-4.3-winOKFeb 11 2025
R-4.3-macOKFeb 11 2025

Exports:brinsonexposureplotregressreturnsshowsummary

Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerrlangscalestibbleutf8vctrsviridisLitewithr

Using the pa package

Rendered frompa.Rnwusingutils::Sweaveon Feb 11 2025.

Last update: 2013-12-13
Started: 2013-12-13

Readme and manuals

Help Manual

Help pageTopics
Brinson analysis for equity portfoliospa-package
Creating an object of either class brinson or class brinsonMultibrinson
Class "brinson"brinson-class exposure,brinson-method plot,brinson-method returns,brinson-method show,brinson-method summary,brinson-method
Class "brinsonMulti"brinsonMulti-class exposure,brinsonMulti-method plot,brinsonMulti-method returns,brinsonMulti-method show,brinsonMulti-method summary,brinsonMulti-method
Calculate and display the sector exposure of a portfolioexposure
Edited Barra data set in Jan. 2010.jan
Plot the exposure or the return of a brinson, brinsonMulti, regression or regressionMulti objectplot,ANY,ANY-method plot,brinson,missing-method plot,brinsonMulti,missing-method plot,regression,missing-method plot,regressionMulti,missing-method plot-methods
Edited Barra data set for Q1, 2010.quarter
Create an object of either class regress or class regressMultiregress
Class "regression"exposure,regression-method plot,regression-method regression-class returns,regression-method show,regression-method summary,regression-method
Class "regressionMulti"exposure,regressionMulti-method plot,regressionMulti-method regressionMulti-class returns,regressionMulti-method show,regressionMulti-method summary,regressionMulti-method
Calculate the attribution resultsreturns
Provide a summary for Brinson or regression analysissummary
A sample portfolio edited based on Barra data set in Jan. 2010.test
Edited Barra data set in year 2010.year