I am trying to find the weighted average of group of returns. I want to weight based on another column value (account value). I'm having trouble figuring out how to do this, and any help would be appreciated.
Look at PROC MEANS and the WEIGHT statement.
In certain cases you may want PROC SURVEYMEANS depending on how complex your weighting is and if you need the standard deviations.
For an example and explanation, see the article "Compute a weighted mean in SAS."