Performance Attribution for Equity Portfolios
Class "brinson"
Creating an object of either class brinson or class brinsonMulti
Class "brinsonMulti"
Calculate and display the sector exposure of a portfolio
Internal functions in the package
Brinson analysis for equity portfolios
Plot the exposure or the return of a brinson, brinsonMulti, regression...
Create an object of either class regress or class regressMulti
Class "regression"
Class "regressionMulti"
Calculate the attribution results
Provide a summary for Brinson or regression analysis
It provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.