Performance Attribution for Equity Portfolios

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Documentation for package ‘pa’ version 1.2-3

• 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.