Running the short R-code below in R Studio (v1.0.143, Win7, R-3.4.4, Performance Analytics 1.5.2, quantmod 0.4-12) returns the following chart:
library(PortfolioAnalytics)
library(quantmod)
getSymbols("INDU", src = "yahoo", from = "2017-01-01", to = "2017-06-26")
getSymbols("VZ", src = "yahoo", from = "2017-01-01", to = "2017-06-26")
ret_INDU <- Return.calculate(Cl(INDU))[-1,]
ret_VZ <- Return.calculate(Cl(VZ))[-1,]
chart.Scatter(ret_INDU, ret_VZ)
It looks like something went seriously wrong with it. Could someone have a look if this is reproducible? I already upgraded to the latest version of R.