Equities Portfolio

# Get historical stock price 
symbols <- c("VGS.AX", "VAS.AX", "MPL.AX")
prices <- tq_get(symbols,
                 get = "stock.prices",
                 from = "2014-11-27") # VGS.AX listed on 2014-11-27

# Calculate returns
returns <- prices %>% 
  group_by(symbol) %>%
  tq_transmute(select     = adjusted, 
               mutate_fun = periodReturn, 
               period     = "daily", 
               col_rename = "Ra")
returns

# ASX200 Index
ASX200 <- "^AXJO" %>%
  tq_get(get  = "stock.prices",
         from = "2014-11-27") %>%
  tq_transmute(select     = adjusted, 
               mutate_fun = periodReturn, 
               period     = "daily", 
               col_rename = "Rb")

# Calculate portfolio returns
wts <- c(0.2955, 0.3029, 0.4016)# weights 
portfolio_returns <- returns %>% 
  tq_portfolio(assets_col  = symbol,
               returns_col = Ra,
               weights     = wts,
               col_rename  = "Ra")
portfolio_returns

# Cummulative return on $10,000
portfolio_growth <- returns %>% 
  tq_portfolio(assets_col = symbol,
               returns_col = Ra,
               weights = wts,
               col_rename = "investment.growth",
               wealth.index = TRUE) %>%
  mutate(investment.growth = investment.growth * 10000)

portfolio_returns <- portfolio_returns %>% mutate(growth_Ra = cumsum(Ra))
portfolio_returns

ASX200 <- ASX200 %>% mutate(growth_Rb = cumsum(Rb))
ASX200

Plots

# Plots -----------------------------------------------------------------------
portfolio_returns %>%
  ggplot(aes(x = date, y = Ra)) +
  geom_bar(stat = "identity", fill = palette_light()[[1]]) +
  labs(title = "Portfolio Returns",
       subtitle = "30% VGS, 30% VAS, and 40% MPL",
       caption = "Cormac Gallagher 2018",
       x = "", y = "Daily Returns") +
  geom_smooth(method = "lm") +
  theme_tq() +
  scale_color_tq() +
  scale_y_continuous(labels = scales::percent)

portfolio_growth %>%
  ggplot(aes(x = date, y = investment.growth)) +
  geom_line(size = 1, color = palette_light()[[1]]) +
  labs(title = "Portfolio Growth",
       subtitle = "30% VGS, 30% VAS, and 40% MPL",
       caption = "Cormac Gallaghe 2018",
       x = "", y = "Portfolio Value") +
  geom_smooth(method = "loess") +
  #theme_tq() +
  #scale_color_tq() +
  theme_bw() +
  scale_y_continuous(labels = scales::dollar)