For a set of returns, create a wealth index chart, bars for per-period performance, and underwater chart for drawdown.

```
charts.PerformanceSummary(
R,
Rf = 0,
main = NULL,
geometric = TRUE,
methods = "none",
width = 0,
event.labels = NULL,
ylog = FALSE,
wealth.index = FALSE,
gap = 12,
begin = c("first", "axis"),
legend.loc = "topleft",
p = 0.95,
plot.engine = "default",
...
)
```

R

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

Rf

risk free rate, in same period as your returns

main

set the chart title, as in `plot`

geometric

utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns, default TRUE

methods

Used to select the risk parameter of trailing `width`

returns to use in the `chart.BarVaR`

panel: May be any of:

None - does not add a line,

ModifiedVaR - uses Cornish-Fisher modified VaR,

GaussianVaR - uses traditional Value at Risk,

HistoricalVaR - calculates historical Value at Risk,

ModifiedES - uses Cornish-Fisher modified Expected Shortfall,

GaussianES - uses traditional Expected Shortfall,

HistoricalES - calculates historical Expected Shortfall,

StdDev - per-period standard deviation

width

number of periods to apply rolling function window over

event.labels

TRUE/FALSE whether or not to display lines and labels for historical market shock events

ylog

TRUE/FALSE set the y-axis to logarithmic scale, similar to
`plot`

, default FALSE

wealth.index

if `wealth.index`

is `TRUE`

, shows the "value
of $1", starting the cumulation of returns at 1 rather than zero

gap

numeric number of periods from start of series to use to train risk calculation

begin

Align shorter series to:

first - prior value of the first column given for the reference or longer series or,

axis - the initial value (1 or zero) of the axis.

passthru to
`chart.CumReturns`

legend.loc

sets the legend location in the top chart. Can be set to NULL or nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center.

p

confidence level for calculation, default p=.95

plot.engine

choose the plot engine you wish to use" ggplot2, plotly, and default

…

any other passthru parameters

# NOT RUN { data(edhec) charts.PerformanceSummary(edhec[,c(1,13)]) # }