Hello,

Posting again with more detail...

Can someone point me to a package that has portfolio performance and
exposure
attribution? I searched, but could not find what I was looking for.
Something like what our Bloomberg Terminal has, but I need to have the
ability to modify it so it includes non-equities related exposures and
returns etc. I realized there is a benchmark issue with non-equity
securities...

I'm looking to determine return from selection, allocation, currency, and
interaction (Brinson Attribution). I also want to look at exposures and
associated returns from exposures. Standard PA stuff. We will have daily
portfolio transaction data.

Thanks!

Ben

On Tue, 2011-05-10 at 19:50 -0600, Ben Nachtrieb wrote:
> Can someone point me to a package that has portfolio performance
> attribution? I searched, but could not find what I was looking for.

Could you be more specific, please?

Which particular attribution methods are you looking for?  References?

That would help me (and others) narrow in on functions that may do what
you want.

Regards,

 - Brian


-- 
Ben Nachtrieb

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