# periodReturn {quantmod}

### Description

Given a set of prices, return periodic returns.

### Usage

periodReturn(x, period='monthly', subset=NULL, type='arithmetic', leading=TRUE, ...) dailyReturn(x, subset=NULL, type='arithmetic', leading=TRUE, ...) weeklyReturn(x, subset=NULL, type='arithmetic', leading=TRUE, ...) monthlyReturn(x, subset=NULL, type='arithmetic', leading=TRUE, ...) quarterlyReturn(x, subset=NULL, type='arithmetic', leading=TRUE, ...) annualReturn(x, subset=NULL, type='arithmetic', leading=TRUE, ...) yearlyReturn(x, subset=NULL, type='arithmetic', leading=TRUE, ...) allReturns(x, subset=NULL, type='arithmetic', leading=TRUE)

### Arguments

- x
- object of state prices, or an OHLC type object
- period
- character string indicating time period. Valid entries are ‘daily’, ‘weekly’, ‘monthly’, ‘quarterly’, ‘yearly’. All are accessible from wrapper functions described below. Defaults to monthly returns (same as monthlyReturn)
- subset
- an xts/ISO8601 style subset string
- type
- type of returns: arithmetic (discrete) or log (continuous)
- leading
- should incomplete leading period returns be returned
- ...
- passed along to to.period

### Details

`periodReturn`

is the underlying function for wrappers:

`allReturns:`

calculate all available return periods`dailyReturn:`

calculate daily returns`weeklyReturn:`

calculate weekly returns`monthlyReturn:`

calculate monthly returns`quarterlyReturn:`

calculate quarterly returns`annualReturn:`

calculate annual returns

### Values

Returns object of the class that was originally passed in, with the possible exception of monthly and quarterly return indicies being changed to class `yearmon`

and `yearqtr`

where available. This can be overridden with the `indexAt`

argument passed in the ... to the `to.period`

function.

By default, if `subset`

is NULL, the full dataset will be used.

### Note

Attempts are made to re-convert the resultant series to its original class, if supported by the xts package. At present, objects inheriting from the ‘ts’ class are returned as `xts`

objects. This is to make the results more visually appealling and informative. All `xts`

objects can be converted to class `ts`

with `as.ts`

if that is desirable.

The first and final row of returned object will have the period return to last date, i.e. this week/month/quarter/year return to date even if the start/end is not the start/end of the period. Leading period calculations can be suppressed by setting `leading=FALSE`

.

### See Also

`getSymbols`

### Examples

Documentation reproduced from package quantmod, version 0.4-5. License: GPL-3