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# estimatePortReturn

Class: Portfolio

Estimate mean of portfolio returns

## Syntax

pret = estimatePortReturn(obj,pwgt)

## Description

pret = estimatePortReturn(obj,pwgt) estimates the mean of portfolio returns (as the proxy for portfolio return).

 Note:   Depending on whether costs have been set, the portfolio return is either gross or net portfolio returns.

## Tips

Use dot notation to estimate the mean of portfolio returns (as the proxy for portfolio return).

`pret = obj.estimatePortReturn(pwgt);`

## Input Arguments

 obj Portfolio object [Portfolio]. pwgt Collection of portfolios [NumAssets-by-NumPorts matrix] where NumAssets is the number of assets in the universe and NumPorts is the number of portfolios in the collection of portfolios.

## Output Arguments

 pret Estimates for means of portfolio returns for each portfolio in pwgt [NumPorts vector].

## Attributes

 Access public Static false Hidden false

To learn about attributes of methods, see Method Attributes in the MATLAB® Object-Oriented Programming documentation.

## Examples

expand all

### Estimate the Mean of Portfolio Returns

Given portfolio p, use the estimatePortReturn method to estimate the mean of portfolio returns.

```m = [ 0.05; 0.1; 0.12; 0.18 ];
C = [ 0.0064 0.00408 0.00192 0;
0.00408 0.0289 0.0204 0.0119;
0.00192 0.0204 0.0576 0.0336;
0 0.0119 0.0336 0.1225 ];

p = Portfolio;
p = p.setAssetMoments(m, C);
p = p.setDefaultConstraints;
pwgt = p.estimateFrontierLimits;
pret = p.estimatePortReturn(pwgt);
disp(pret)
```
```    0.0590
0.1800

```