Companion to Portfolio Construction and Risk Analysis R package PCRA version 1.2.1 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 provides several real-world data sets for problem assignments and student projects, including cross-sections of stock data from the Center for Research on Security Prices, LLC (CRSP), corresponding factor exposures from S&P Global, and several S&P 500 data sets. Software Depends: R (>= 4.0.0) Imports: PerformanceAnalytics, PortfolioAnalytics, boot, methods, xts, zoo, lattice, corpcor, data.table, quadprog, RobStatTM, robustbase, R.cache Suggests: R.rsp, MASS, tensr, facmodCS, fit.models, sandwich 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 2026-03-13 application/tgz https://CRAN.R-project.org/package=PCRA doi:10.32614/CRAN.package.PCRA