[R-SIG-Finance] Performance Analytics Calendar Returns

[G See]

On Wed, Sep 5, 2012 at 12:21 AM, Nikos Rachmanis
<nikos.rachmanis at gmail.com> wrote:
> However, I am trying to transform the daily returns of my P&L (which also
> include gaps) to monthly and unfortunately the to.monthly does not work
> very well.
>
> i am currently trying table.TrailingPeriods and rollapply.
>
> Any other ideas or functions?

?apply.monthly

apply.monthly(PnL, sum)

-Garrett