How can I calculate daily portfolio returns having daily stock returns and monthly portfolio weights?

Hi,

I am trying to calculate daily portfolio returns having a 143x43 matrix of portfolio weights( 143 months, 43 stocks) and 4220 daily returns. I have also the daily dates corresponding to the daily returns in a text object. Could someone please give me some hints to write down the code?

Thank you in advance

[jgg]

I'm unclear what you're trying to do?

Do you want to weight the returns by the portfolio weights to get an average? You for sure will need the stocks corresponding to the returns, as well as the dates. Do you have that?