[Returnanalytics-commits] r3255 - pkg/PerformanceAnalytics

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Thu Nov 14 20:05:26 CET 2013


Author: peter_carl
Date: 2013-11-14 20:05:26 +0100 (Thu, 14 Nov 2013)
New Revision: 3255

Modified:
   pkg/PerformanceAnalytics/NAMESPACE
Log:
- added Return.annualized.excess

Modified: pkg/PerformanceAnalytics/NAMESPACE
===================================================================
--- pkg/PerformanceAnalytics/NAMESPACE	2013-11-14 19:02:32 UTC (rev 3254)
+++ pkg/PerformanceAnalytics/NAMESPACE	2013-11-14 19:05:26 UTC (rev 3255)
@@ -80,6 +80,7 @@
     PainRatio,
     ProspectRatio,
     Return.annualized,
+    Return.annualized.excess,
     Return.calculate,
     Return.centered,
     Return.clean,



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