#build on fine work at http://tradeblotter.wordpress.com/ #I take blame for all the ugly/bad code require(latticeExtra) #data from pimco and vanguard websites imported into Excel and translated into csv #if local uncomment next line #pimco_vanguard <- read.csv("vanguard_pimco.csv") #get data from published google doc spreadsheet pimco_vanguard <- read.csv("https://docs.google.com/spreadsheet/pub?key=0AieeEIaS0AOsdDFET0ZmbTBKWDNoMnZrZ0oySWRia1E&single=true&gid=0&output=csv") #do 1 year or past 12 months #exclude 0 assuming that data does not exist for this fund asTheEconomist( Ecdf(~X1Y,group=FundComplex,data=pimco_vanguard[which(!(pimco_vanguard[,"X1Y"]==0)),], label.curves=TRUE, main="PIMCO and Vanguard Mutual Funds \nCumulative Density of 1 Year Performance") ) + layer(panel.abline(v=0, col="grey70"))