Companion to Portfolio Construction and Risk Analysis R package PCRA version 1.3.1 A collection of functions and data sets that support teaching a quantitative finance MS level course on Portfolio Construction and Risk Analysis, and the writing of a textbook for such a course. The package is unique in providing several real-world data sets that may be used for problem assignments and student projects. The data sets include cross-sections of stock data from the Center for Research on Security Prices, LLC (CRSP), corresponding factor exposures data from S&P Global, and several SP500 data sets. Software Depends: R (>= 4.0.0) Imports: PerformanceAnalytics, PortfolioAnalytics, boot, corpcor, data.table, lattice, methods, MASS, quadprog, RobStatTM, robustbase, R.cache, xts, zoo, devtools Suggests: R.rsp, CVXR, dplyr, ellipse, facmodCS, fit.models, foreach, ggplot2, hitandrun, lubridate, Matrix, reshape2, RPEIF, RPESE, sandwich, tensr Doug Martin <martinrd3d@gmail.com> Comprehensive R Archive Network (CRAN) Doug Martin [cre, aut], Alexios Galanos [ctb], Kirk Li [aut, ctb], Jon Spinney [ctb], Thomas Philips [ctb] GPL-2 2026-07-15 application/tgz https://CRAN.R-project.org/package=PCRA doi:10.32614/CRAN.package.PCRA