R Observatory: Metrics for PeerPerformance version 2.4.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

PeerPerformance

2.4.0

Luck-Corrected Peer Performance Analysis in R

0packages depend

4Kdownloads / year

86.1%test coverage

13/13checks pass

Overview

About

Maintained by David ArdiaFirst published 2017-01-299 releasesCRAN page ↗GitHub ↗

Provides functions to perform the peer performance analysis of funds' returns as described in Ardia and Boudt (2018) doi:10.1016/j.jbankfin.2017.10.014. For each fund, the package estimates the proportion of peers it outperforms, is equalled by, and is outperformed by, correcting for luck with the false discovery approach of Storey (2002) doi:10.1111/1467-9868.00346. Screenings can be based on factor-model alphas, Sharpe ratios, or modified Sharpe ratios, the latter using the equality test of Ardia and Boudt (2015) doi:10.1016/j.frl.2015.02.008. Funds can be screened within a universe or against a separate peer group, over rolling windows, and results come with bootstrap confidence intervals, summary, plot, and tidy data frame methods.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("PeerPerformance", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("ArdiaD/PeerPerformance")

Development version from ArdiaD/PeerPerformance. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-peerperformance

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-PeerPerformance

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-PeerPerformance

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 8.1 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.14

86.1%

Coverage · measured lines

100%

Documentation · exports

7

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 53%
Documented parameters: 100%
Return-value docs: 100%
References docs: 55%

Downloads

4K

CRAN downloads in the past year

Rank #10,023 · ~11/day · ~329/mo

Releases R versions

Daily download trend is not available in this view yet.

30630 days

95390 days

4K1 year

Compare downloads with other packages →

Also on130 r2u15 autocran49 c2d4u

Repository

GitHub ↗ ardiad/peerperformance

13Stars

5Forks

0Open issues

0Open PRs

1Releases

117Commits

4Contributors

performance-analysisperformance-metricsalphasharpescreeningfundsfinance

117 commits · Last activity 2026-08-08

Commits over time

2026-07-19 · 1022026-08-09 · 117

Repository practices

Upstream repositoryBeta

3 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/ardiad/peerperformance on 2026-08-16.

CRAN release process (2)

cran-comments.mdCRAN-SUBMISSION

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (7)

compilergraphicsgrDeviceslmtestparallelsandwichstats

LinkingTo (0)

none

Suggests (3)

knitr rmarkdown testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (6)

Maintainer (1)

David Ardia

Author, Maintainer, Copyright holder, Funder

Authors (2)

David Ardia

Author, Maintainer, Copyright holder, Funder

Kris Boudt

Author

Contributors (4)

Nabil Bouamara

Contributor · added in 2.2.2

Sebastien Legros

Contributor · added in 2.3.1

Murilo Andre Peres Pereira

Contributor · added in 2.4.0

Benjamin Seguin

Contributor · added in 2.3.2

Copyright holders (1)

David Ardia

Author, Maintainer, Copyright holder, Funder

Funders (1)

David Ardia

Author, Maintainer, Copyright holder, Funder

Package Timeline

9 releases. Pick two to compare their code metrics. R releases are shown for context.

2.4.0Latest
2026-08-03 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
2.3.2
2025-08-18 · diff ↗
R
R 4.5.0 released · 2025-04-11
2.3.1
2024-11-13 · diff ↗
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
2.2.5
2021-05-16 · diff ↗
2.2.3
2021-04-21 · diff ↗
R
R 4.0.0 released · 2020-04-24
2.2.2
2020-04-21 · diff ↗
R
R 3.6.0 released · 2019-04-26
2.2.1
2018-08-30 · diff ↗
R
R 3.5.0 released · 2018-04-23

Show 4 earlier events

R
R 3.4.0 released · 2017-04-21
2.1.2
2017-02-04 · diff ↗
2.1.1
2017-01-29
R
R 3.3.0 released · 2016-05-03

Package metadata

First published: 2017-01-29
Total releases: 9 / 9 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5.0
Bundled data: 45 KB / 1 file
Download size: 161 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("PeerPerformance")

Format

Ardia, D., Bouamara, N., Boudt, K., Legros, S., Peres Pereira, M. A., & Seguin, B. (2026). PeerPerformance: Luck-Corrected Peer Performance Analysis in R (Version 2.4.0) [Computer software]. https://doi.org/10.32614/CRAN.package.PeerPerformance

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for PeerPerformance version 2.4.0 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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