okama.Portfolio.real_mean_return

property Portfolio.real_mean_return

Calculate annualized real mean return (arithmetic mean) for the rate of return time series.

Real rate of return is adjusted for inflation. Real return is defined if there is an inflation=True option in Portfolio.

Returns:

float

Annualized value of the mean for the real rate of return time series.

Examples

>>> pf = ok.Portfolio(['MSFT.US', 'AAPL.US'])
>>> pf.real_mean_return
0.3088967455111862