To cite package ‘PerformanceAnalytics’ in publications use:

Peterson BG, Carl P (2026). PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis. R package version 2.1.0, https://github.com/braverock/performanceanalytics.

Corresponding BibTeX entry:

  @Manual{,
    title = {PerformanceAnalytics: Econometric Tools for Performance
      and Risk Analysis},
    author = {Brian G. Peterson and Peter Carl},
    year = {2026},
    note = {R package version 2.1.0},
    url = {https://github.com/braverock/performanceanalytics},
  }