pa: Performance Attribution for Equity Portfolios

It provides tools for conducting performance attribution for equity portfolios. The package uses two methods: the Brinson method and a regression-based analysis.

Version: 1.2-4
Depends: R (≥ 2.10)
Imports: ggplot2, methods, grid
Published: 2023-08-21
DOI: 10.32614/
Author: Yang Lu [aut, cre], David Kane [aut]
Maintainer: Yang Lu <yang.lu2014 at>
License: GPL-2
NeedsCompilation: no
In views: Finance
CRAN checks: pa results


Reference manual: pa.pdf
Vignettes: Using the pa package


Package source: pa_1.2-4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): pa_1.2-4.tgz, r-oldrel (arm64): pa_1.2-4.tgz, r-release (x86_64): pa_1.2-4.tgz, r-oldrel (x86_64): pa_1.2-4.tgz
Old sources: pa archive


Please use the canonical form to link to this page.