PerformanceAnalytics

Collection of econometric functions for performance and risk analysis. In addition to standard risk and performance metrics, this package aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return streams. In general, it is most tested on return (rather than price) data on a regular scale, but most functions will work with irregular return data as well, and increasing numbers of functions will work with P&L or price data where possible.

Last 30 days

This package has been downloaded 41,334 times in the last 30 days. The downloads are officially high enough to crash an underfunded departmental server. Quite an accomplishment! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 1,534 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 422,360 times in the last 365 days. This is the kind of download count that makes grant committees nod approvingly. A job well done, even the stoic reviewers might be impressed! The day with the most downloads was Nov 19, 2024 with 2,142 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.