Return.portfolio {PerformanceAnalytics} | R Documentation |

## Calculates weighted returns for a portfolio of assets

### Description

Calculates weighted returns for a portfolio of assets. If you have a single weighting vector, or want the equal weighted portfolio, use `Return.portfolio`

. If you have a portfolio that is periodically rebalanced, and multiple time periods with different weights, use `Return.rebalancing`

. Both functions will subset the return series to only include returns for assets for which `weight`

is provided.

### Usage

Return.portfolio(R, weights = NULL, wealth.index = FALSE, contribution = FALSE, method = c("compound", "simple"), ...)
Return.rebalancing(R, weights, ...)

### Arguments

`R` |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |

`weights` |
a time series or sinlge-row matrix/vector containing asset weights, as percentages |

`wealth.index` |
TRUE/FALSE whether to return a wealth index, default FALSE |

`contribution` |
if contribution is TRUE, add the weighted return contributed by the asset in this period |

`method` |
"simple" or "compound" |

`...` |
any other passthru parameters |

### Value

returns a time series of returns weighted by the `weights`

parameter, possibly including contribution for each period

### Author(s)

Brian G. Peterson

### References

Bacon, C. *Practical Portfolio Performance Measurement and Attribution*. Wiley. 2004. Chapter 2

### See Also

`Return.calculate`

### Examples

data(edhec)
data(weights)
# calculate an equal weighted portfolio return
Return.portfolio(edhec)
# now return the contribution too
Return.portfolio(edhec,contribution=TRUE)
# calculate a portfolio return with rebalancing
Return.rebalancing(edhec,weights)

[Package

*PerformanceAnalytics* version 0.9.9-5

Index]