Question

我正在寻找以下问题的切实可行的解决方案：我想结合使用table.CalendarReturns包中的函数PerformanceAnalytics生成的两个性能表。

一个表格包含投资组合的效果数据，可能如下所示：

require(PerformanceAnalytics)

set.seed(1)
df <- data.frame(Jan = sample(-60:140, 6, replace = T)/10,
                  Feb = sample(-60:140, 6, replace = T)/10,
                  Mrz = sample(-60:140, 6, replace = T)/10,
                  Apr = sample(-60:140, 6, replace = T)/10,
                  Mai = sample(-60:140, 6, replace = T)/10,
                  Jun = sample(-60:140, 6, replace = T)/10,
                  Jul = sample(-60:140, 6, replace = T)/10,
                  Aug = sample(-60:140, 6, replace = T)/10,
                  Sep = sample(-60:140, 6, replace = T)/10,
                  Okt = sample(-60:140, 6, replace = T)/10,
                  Nov = sample(-60:140, 6, replace = T)/10,
                  Dez = sample(-60:140, 6, replace = T)/10)

df$Return <- rowSums(df)
rownames(df) <- c(2012,2013,2014,2015,2016,2017)

为简单起见，返回显示为总数。

基准数字可能是：

set.seed(2)
df_bm <- data.frame(Jan = sample(-60:140, 6, replace = T)/10,
                 Feb = sample(-60:140, 6, replace = T)/10,
                 Mrz = sample(-60:140, 6, replace = T)/10,
                 Apr = sample(-60:140, 6, replace = T)/10,
                 Mai = sample(-60:140, 6, replace = T)/10,
                 Jun = sample(-60:140, 6, replace = T)/10,
                 Jul = sample(-60:140, 6, replace = T)/10,
                 Aug = sample(-60:140, 6, replace = T)/10,
                 Sep = sample(-60:140, 6, replace = T)/10,
                 Okt = sample(-60:140, 6, replace = T)/10,
                 Nov = sample(-60:140, 6, replace = T)/10,
                 Dez = sample(-60:140, 6, replace = T)/10)

df_bm$Return <- rowSums(df)
rownames(df_bm) <- c("2012 BM", "2013 BM", "2014 BM" ,"2015 BM" , "2016 BM" , "2017 BM")

我的目标是合并两个表，以便插入相应月份的基准值。

结果应如下所示（2012年至2013年1月至3月等等......）：

            Jan  Feb  Mrz
2012       -0.7 12.9  7.8
2012 BM    -2.3 -3.5 -9.2
2013        1.4  7.2  1.7
2013 BM     8.1 10.7 -2.3

有什么想法吗？

感谢您的帮助！

结合两个性能表

0 个答案: