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\name{backtest-performance}
\alias{netPerformance}
\title{Portfolio backtesting net performance}
\description{
Displays plot of rebased portfolio performance and summary
statistics.
}
\usage{
netPerformance(object, format = "\%Y-\%m-\%d")
}
\arguments{
\item{object}{
a list, returned from running the function \code{portfolioSmoothing}.
}
\item{format}{
a character string of the date format used
}
}
\value{
A plot of rebased portfolio returns and tables summarising portfolio
performance over time.
}
\note{
This function will become obsolete by functions provided in the
upcoming \code{fPortfolioPerformance} package.
}
\references{
W\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009);
\emph{Portfolio Optimization with R/Rmetrics},
Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
}
\keyword{models}
|
