Luck-Corrected Peer Performance Analysis in R R package PeerPerformance version 2.4.0 CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance) Provides functions to perform the peer performance analysis of funds' returns as described in Ardia and Boudt (2018) <doi:10.1016/j.jbankfin.2017.10.014>. For each fund, the package estimates the proportion of peers it outperforms, is equalled by, and is outperformed by, correcting for luck with the false discovery approach of Storey (2002) <doi:10.1111/1467-9868.00346>. Screenings can be based on factor-model alphas, Sharpe ratios, or modified Sharpe ratios, the latter using the equality test of Ardia and Boudt (2015) <doi:10.1016/j.frl.2015.02.008>. Funds can be screened within a universe or against a separate peer group, over rolling windows, and results come with bootstrap confidence intervals, summary, plot, and tidy data frame methods. Software Depends: R (>= 3.5.0) Imports: compiler, graphics, grDevices, lmtest, parallel, sandwich, stats Suggests: knitr, rmarkdown, testthat David Ardia <david.ardia.ch@gmail.com> Comprehensive R Archive Network (CRAN) David Ardia [aut, cre, cph, fnd] (ORCID: <https://orcid.org/0000-0003-2823-782X>), Nabil Bouamara [ctb], Kris Boudt [aut] (ORCID: <https://orcid.org/0000-0002-1000-5142>), Sebastien Legros [ctb], Murilo Andre Peres Pereira [ctb] (ORCID: <https://orcid.org/0009-0007-0086-4801>), Benjamin Seguin [ctb] GPL (>= 2) 2026-08-02 application/tgz https://CRAN.R-project.org/package=PeerPerformance doi:10.32614/CRAN.package.PeerPerformance