Returns#
Functions for computing and aggregating return series.
Compute cumulative performance over time. |
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Compute the annualized performance of a return or PnL series. |
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Aggregate returns or PnL to a target frequency. |
Functions for computing and aggregating return series.
Compute cumulative performance over time. |
|
Compute the annualized performance of a return or PnL series. |
|
Aggregate returns or PnL to a target frequency. |