qis.plot_rolling_perf_stat

qis.plot_rolling_perf_stat(prices, rolling_perf_stat=RollingPerfStat.SHARPE, time_period=None, roll_periods=260, roll_freq=None, legend_stats=LegendStats.AVG_LAST, title=None, regime_benchmark=None, pivot_prices=None, regime_classifier=<qis.perfstats.regime_classifier.BenchmarkReturnsQuantilesRegime object>, perf_params=None, ax=None, **kwargs)

plot rolling performance

Parameters:

• prices (Series | DataFrame)

• rolling_perf_stat (RollingPerfStat)

• time_period (TimePeriod)

• roll_periods (int)

• roll_freq (str)

• legend_stats (LegendStats)

• title (str | None)

• regime_benchmark (str)

• pivot_prices (Series)

• regime_classifier (BenchmarkReturnsQuantilesRegime)

• perf_params (PerfParams)

• ax (Axes)

Return type:

Figure