These function return the total return (dividends included) during the period specified as a percent.
The period is expressed as either 'bars' or 'days'. If you want a fixed time span use functions that use calendar days (excluding the weekend). For example if you use days=5 you always get a weekly return, like Monday to Monday, regardless of whether there was a market holiday in between.
Functions using 'days'
Ret%Chg_D(days [,offset,series])
Functions using 'bars'
Ret%Chg(bars [,offset,series])
Factors using 'bars'
Ret1W%Chg - 1 week (bars set to 5)
Ret4W%Chg - 4 weeks (bars set to 20)
Ret3M%Chg - 3 months (bars set to 62)
Ret6M%Chg - 6 months (bars set to 125)
Ret1Y%Chg - 1 year (bars set to 251)
Ret2Y%Chg - 2 years (bars set to 501)
Parameters
bar: the lookback period in bars or trading days
days: the lookback period in calendar days (excluding Sat & Sun)
offset: offset in bars from the as-of date
series: specify alternate time series (see below)