BUG Explicitly check for factor_returns being None.

Author: twiecki

pyfolio/timeseries.py

@@ -742,7 +742,7 @@ def perf_stats(returns, factor_returns=None):
     return pd.Series(OrderedDict(
         (stats_func.__name__, stats_func(returns))
         for stats_func in SIMPLE_STAT_FUNCS +
-        (FACTOR_STAT_FUNCS if factor_returns else [])
+        (FACTOR_STAT_FUNCS if factor_returns is not None else [])
     ))