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

`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]