Regression from Feb 2005 - Aug 2014

Rm-Rf Alpha R2
0.93 -3.82% 0.518
Standard error 0.0840 0.0037
t-statistics 11.02 -0.85

Fund Profile

Symbol PEY
Issuer PowerShares
Type ETF
Region USA
Style Mid Value

Rolling Charts:


Fund Returns from Feb 2005 - Aug 2014

Month RaR Rm-Rf Rf
200502 0.21 1.89 0.16
200503 -0.41 -1.96 0.21
200504 -0.82 -2.61 0.21
200505 3.43 3.65 0.24
200506 1.61 0.56 0.23
200507 3.56 3.92 0.24
200508 -1.72 -1.22 0.30
200509 -0.58 0.48 0.29
200510 -1.47 -2.00 0.27
200511 1.88 3.62 0.31
200512 -0.68 -0.25 0.32
200601 2.06 3.04 0.35
200602 -1.06 -0.30 0.34
200603 1.36 1.46 0.37
200604 0.29 0.72 0.36
200605 -2.67 -3.57 0.43
200606 0.79 -0.35 0.40
200607 4.67 -0.78 0.40
200608 1.02 2.03 0.42
200609 0.83 1.84 0.41
200610 2.83 3.23 0.41
200611 2.31 1.71 0.42
200612 1.82 0.87 0.40
200701 -1.62 1.41 0.44
200702 -1.04 -1.95 0.38
200703 0.00 0.68 0.43
200704 0.18 3.49 0.44
200705 0.70 3.24 0.41
200706 -2.78 -1.96 0.40
200707 -8.13 -3.74 0.40
200708 6.32 0.92 0.42
200709 -0.73 3.23 0.32
200710 -1.93 1.80 0.32
200711 -4.04 -4.82 0.34
200712 -2.84 -0.86 0.27
200801 3.93 -6.35 0.21
200802 -11.53 -3.09 0.13
200803 -1.42 -0.94 0.17
200804 -4.22 4.60 0.18
200805 -5.10 1.86 0.18
200806 -18.09 -8.44 0.17
200807 10.45 -0.77 0.15
200808 4.46 1.53 0.13
200809 10.48 -9.24 0.15
200810 -15.46 -17.23 0.08
200811 -13.71 -7.86 0.03
200812 -1.44 1.66 0.09
200901 -22.80 -8.12 0.00
200902 -19.41 -10.09 0.01
200903 10.47 8.95 0.02
200904 16.82 10.19 0.01
200905 2.23 5.21 0.00
200906 -2.78 0.43 0.01
200907 14.49 7.72 0.01
200908 5.17 3.32 0.01
200909 5.42 4.08 0.01
200910 -4.18 -2.59 0.00
200911 2.85 5.56 0.00
200912 3.75 2.75 0.01
201001 -1.26 -3.36 0.00
201002 2.39 3.40 0.00
201003 6.84 6.32 0.01
201004 3.64 2.00 0.00
201005 -5.06 -7.89 0.01
201006 -3.70 -5.56 0.01
201007 6.45 6.92 0.01
201008 -4.18 -4.77 0.01
201009 7.83 9.54 0.01
201010 1.96 3.88 0.01
201011 0.14 0.60 0.01
201012 5.06 6.82 0.01
201101 -2.08 2.01 0.01
201102 2.93 3.49 0.01
201103 0.52 0.48 0.01
201104 2.44 2.90 0.00
201105 -0.38 -1.27 0.00
201106 -1.89 -1.75 0.00
201107 -3.08 -2.34 0.00
201108 -0.40 -6.00 0.01
201109 -2.53 -7.60 0.00
201110 8.73 11.34 0.00
201111 1.63 -0.26 0.00
201112 3.09 0.74 0.00
201201 -0.12 5.06 0.00
201202 1.68 4.43 0.00
201203 1.18 3.11 0.00
201204 -0.47 -0.84 0.00
201205 -2.11 -6.20 0.01
201206 3.11 3.88 0.00
201207 0.23 0.79 0.00
201208 1.16 2.56 0.01
201209 2.75 2.74 0.01
201210 -0.11 -1.75 0.01
201211 -1.34 0.77 0.01
201212 0.23 1.18 0.01
201301 6.43 5.58 0.00
201302 2.12 1.28 0.00
201303 4.25 4.03 0.00
201304 2.09 1.56 0.00
201305 -1.07 2.81 0.00
201306 1.38 -1.21 0.00
201307 5.73 5.65 0.00
201308 -5.06 -2.69 0.00
201309 3.58 3.76 0.00
201310 4.67 4.17 0.00
201311 1.96 3.12 0.00
201312 1.31 2.81 0.00
201401 -2.68 -3.26 0.00
201402 3.20 4.65 0.00
201403 3.36 0.41 0.00
201404 1.42 -0.14 0.00
201405 1.15 2.06 0.00
201406 3.41 2.59 0.00
201407 -3.92 -2.05 0.00
201408 4.74 4.23 0.00

Other Funds


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