okama.Portfolio.annual_return_ts
- property Portfolio.annual_return_ts
Calculate annual rate of return time series for portfolio.
Rate of return is calculated for each calendar year.
- Returns:
- DataFrame
Calendar annual rate of return time series.
Examples
>>> import matplotlib.pyplot as plt >>> pf = ok.Portfolio(['VOO.US', 'AGG.US'], weights=[0.4, 0.6]) >>> pf.annual_return_ts.plot(kind='bar') >>> plt.show()
Plot annual returns for portfolio with EUR as the base currency.
>>> pf = ok.Portfolio(['VOO.US', 'AGG.US'], weights=[0.4, 0.6], ccy='EUR') >>> pf.annual_return_ts.plot(kind='bar') >>> plt.show()