Factor performance summary

Source: R/generics.R, R/methods.r

Factor performance summary method. Returns factor returns by month and year.

summary(object, leg = "factor")

# S4 method for AssetPricingFactor
summary(object, leg = "factor")

Arguments

object

an S4 object of class AssetPricingFactor.
leg

a character vector. 'long', 'short' and 'factor' display the returns for the long, short and the factor itself respectively. Defaults to 'factor'.

Value

A data.frame with months as colums and years as rows. Column total shows the cumulated return for the corresponding year.