[PerformanceAnalytics] Adding support for dollar returns?
It seems to me, that statistics (CAGR, drawdowns, etc) expressed in dollars are quite common in the literature related to future systems. Do you think that it makes sense to extend the related PerformanceAnalytics functions to support dollar-returns (it seems to be no more than adding a flag to the interface)? Or do you think it really belongs elsewhere? Thanks in advance, Ivan