R Observatory: Metrics for PerformanceAnalytics version 2.1.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

PerformanceAnalytics

2.1.0

Econometric Tools for Performance and Risk Analysis

29packages depend

419.8Kdownloads / year

84.4%test coverage

13/13checks pass

Overview

About

Maintained by Brian G. PetersonFirst published 2007-04-1618 releasesCRAN page ↗GitHub ↗

Collection of econometric functions for performance and risk analysis. In addition to standard risk and performance metrics, this package aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return streams. In general, it is most tested on return (rather than price) data on a regular scale, but most functions will work with irregular return data as well, and increasing numbers of functions will work with P&L or price data where possible.

Install

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

install.packages("PerformanceAnalytics", 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("braverock/PerformanceAnalytics")

Development version from braverock/PerformanceAnalytics. 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-performanceanalytics

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-PerformanceAnalytics

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-PerformanceAnalytics

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

Health

CRAN checks

13OK

Slowest check: 6.8 min · r-devel-windows-x86_64

Code health

Yes

Tests · ratio 0.16

84.4%

Coverage · measured lines

100%

Documentation · exports

4

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

READMEYes · 321 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 88%
Documented parameters: 99%
Return-value docs: 10%
References docs: 64%

Downloads

419.8K

CRAN downloads in the past year

Rank #685 · ~1.2K/day · ~35K/mo

Releases R versions

Daily download trend is not available in this view yet.

21.5K30 days

81.8K90 days

419.8K1 year

Compare downloads with other packages →

Also on2.7K r2u17 autocran5.2K conda_forge80 c2d4u

Repository

GitHub ↗ braverock/performanceanalytics

239Stars

104Forks

5Open issues

1Open PRs

1Releases

2,556Commits

46Contributors

2,556 commits · Last activity 2026-04-13 · 0% stars, 30d

Stars over time

2025-07-08 · 2242026-07-14 · 239

Repository practices

Upstream repositoryBeta

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

Checks run against github.com/braverock/performanceanalytics on 2026-08-16.

Continuous integration (2)

GitHub ActionsTravis CI

Coverage (1)

Codecov

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

Dependencies

Declared dependencies

25 external dependencies (excludes base and recommended)

Depends (2)

R >= 4.0.0xts

Imports (3)

methodsquadprog zoo

LinkingTo (0)

none

Suggests (23)

dygraphs HmiscMASSquantmod gamlss gamlss.dist robustbase quantreg ggplot2 vdiffr RColorBrewer googleVis plotly gridExtra ggpubr nloptr rgenoud RPESE RobStatTM fit.models R.rsp testthat covr

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

29direct

3indirect

Code & Tests

Datasets

People & History

People (17)

Maintainer (1)

Brian G. Peterson

Maintainer, Author, Copyright holder

Authors (2)

Brian G. Peterson

Maintainer, Author, Copyright holder

Peter Carl

Author, Copyright holder

Contributors (15)

Kyle Balkissoon

Contributor · added in 1.4.3541

Ross Bennett

Contributor · added in 1.4.3541

Kris Boudt

Contributor, Copyright holder · added in 1.0.4.4

Anthony Alexander Christidis

Contributor

Dries Cornilly

Contributor · added in 1.5.2

Talgat Daniyarov

Contributor · added in 2.1.0

Eric Hung

Contributor · added in 1.5.2

Dhairya Jain

Contributor · added in 2.0.8

Show 7 more contributors

Matthieu Lestel

Contributor · added in 1.4.3541

R. Douglas Martin

Contributor · added in 2.0.4

Justin M. Shea

Contributor

Joshua Ulrich

Contributor · added in 1.4.3541

Diethelm Wuertz

Contributor · added in 1.4.3541

Zeheng Zenith Zhou

Contributor

Eric Zivot

Contributor · added in 1.0.4.4

Copyright holders (3)

Brian G. Peterson

Maintainer, Author, Copyright holder

Peter Carl

Author, Copyright holder

Kris Boudt

Contributor, Copyright holder · added in 1.0.4.4

Listed in earlier versions (4)

Peterson

no longer listed · 1.4.3541 to 2.1.0

Christidis

no longer listed · 2.0.4 to 2.1.0

Shea

no longer listed · 2.0.4 to 2.1.0

Zhou

no longer listed · 2.0.4 to 2.1.0

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
2.1.0Latest
2026-04-11 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
2.0.8
2024-12-09 · 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
R
R 4.0.0 released · 2020-04-24
2.0.4
2020-02-06 · diff ↗
1.5.3
2019-06-23 · diff ↗
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
1.5.2
2018-03-02 · diff ↗
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03

Show 28 earlier events

R
R 3.2.0 released · 2015-04-16
1.4.3541
2014-09-16 · diff ↗
R
R 3.1.0 released · 2014-04-10
R
R 3.0.0 released · 2013-04-03
1.1.0
2013-01-29 · diff ↗
1.0.4.4
2012-03-31 · diff ↗
R
R 2.15.0 released · 2012-03-30
R
R 2.14.0 released · 2011-10-31
R
R 2.13.0 released · 2011-04-13
R
R 2.12.0 released · 2010-10-15
1.0.3.2
2010-09-15 · diff ↗
1.0.3
2010-08-04 · diff ↗
1.0.2.1
2010-04-25 · diff ↗
R
R 2.11.0 released · 2010-04-22
1.0.2
2010-04-08 · diff ↗
1.0.0
2009-10-27 · diff ↗
R
R 2.10.0 released · 2009-10-26
R
R 2.9.0 released · 2009-04-17
R
R 2.8.0 released · 2008-10-20
0.9.7.1
2008-10-12 · diff ↗
0.9.7
2008-09-30 · diff ↗
R
R 2.7.0 released · 2008-04-22
0.9.6
2007-12-30 · diff ↗
R
R 2.6.0 released · 2007-10-03
0.9.5
2007-07-10 · diff ↗
R
R 2.5.0 released · 2007-04-24
0.9.4
2007-04-16
R
R 2.4.0 released · 2006-10-03

Package metadata

First published: 2007-04-16
Total releases: 18 / 19 yrs
License: GPL-2 | GPL-3 OSI
Minimum R: ≥ 4.0.0
Bundled data: 37 KB / 10 files
Download size: 5.0 MB
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("PerformanceAnalytics")

Format

Peterson, B. G., Balkissoon, K., Bennett, R., Boudt, K., Carl, P., Christidis, A. A., Cornilly, D., Daniyarov, T., Hung, E., Jain, D., Lestel, M., Martin, R. D., Shea, J. M., Ulrich, J., Wuertz, D., Zhou, Z. Z., & Zivot, E. (2026). PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis (Version 2.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.PerformanceAnalytics

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 PerformanceAnalytics version 2.1.0 [Data set]. HJJB, LLC. Data release v2026-08-16. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-16, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →