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Return.portfolio() behavior change in PerformanceAnalytics 2.1.0 breaks lookback=20 tests — with exact fix

Status: Open.

#17 In dppalomar/portfolioBacktest;

· braverock opened on Apr 10, 2026

Unable to see if the annual return using daily/weekly or monthly return

Status: Open.

#16 In dppalomar/portfolioBacktest;

· Isaiaheng opened on Aug 2, 2023

Allow each portfolio to have different rebalancing parameters

enhancementNew feature or requestNew feature or request

Status: Open.

#5 In dppalomar/portfolioBacktest;

· dppalomar opened on Aug 1, 2019

Allow for different rebalancing schedules

enhancementNew feature or requestNew feature or request

Status: Open.

#4 In dppalomar/portfolioBacktest;

· dppalomar opened on Aug 1, 2019