R: Performance Attribution for Equity Portfolios

# Performance Attribution for Equity Portfolios

## Documentation for package ‘pa’ version 1.2-4

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

pa-package | Brinson analysis for equity portfolios
brinson | Creating an object of either class brinson or class brinsonMulti
brinson-class | Class "brinson"
brinsonMulti-class | Class "brinsonMulti"
exposure | Calculate and display the sector exposure of a portfolio
exposure-method | Class "brinson"
exposure-method | Class "brinsonMulti"
exposure-method | Class "regression"
exposure-method | Class "regressionMulti"
jan | Edited Barra data set in Jan. 2010.
plot-method | Class "brinson"
plot-method | Class "brinsonMulti"
plot-method | Plot the exposure or the return of a brinson, brinsonMulti, regression or regressionMulti object
plot-method | Class "regression"
plot-method | Class "regressionMulti"
plot-methods | Plot the exposure or the return of a brinson, brinsonMulti, regression or regressionMulti object
quarter | Edited Barra data set for Q1, 2010.
regress | Create an object of either class regress or class regressMulti
regression-class | Class "regression"
regressionMulti-class | Class "regressionMulti"
returns | Calculate the attribution results
returns-method | Class "brinson"
returns-method | Class "brinsonMulti"
returns-method | Class "regression"
returns-method | Class "regressionMulti"
show-method | Class "brinson"
show-method | Class "brinsonMulti"
show-method | Class "regression"
show-method | Class "regressionMulti"
summary | Provide a summary for Brinson or regression analysis
summary-method | Class "brinson"
summary-method | Class "brinsonMulti"
summary-method | Class "regression"
summary-method | Class "regressionMulti"
test | A sample portfolio edited based on Barra data set in Jan. 2010.
year | Edited Barra data set in year 2010.