Regression from Nov 2005 - Aug 2014

Rm-Rf Alpha R2
0.81 -0.71% 0.822
Standard error 0.0371 0.0017
t-statistics 21.95 -0.35

Fund Profile

Symbol PFM
Issuer PowerShares
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Nov 2005 - Aug 2014

Month RaR Rm-Rf Rf
200511 2.96 3.62 0.31
200512 -0.08 -0.25 0.32
200601 1.44 3.04 0.35
200602 0.79 -0.30 0.34
200603 0.16 1.46 0.37
200604 1.64 0.72 0.36
200605 -1.53 -3.57 0.43
200606 0.55 -0.35 0.40
200607 1.70 -0.78 0.40
200608 2.36 2.03 0.42
200609 2.31 1.84 0.41
200610 2.18 3.23 0.41
200611 1.00 1.71 0.42
200612 2.18 0.87 0.40
200701 0.90 1.41 0.44
200702 -2.32 -1.95 0.38
200703 0.56 0.68 0.43
200704 3.97 3.49 0.44
200705 2.34 3.24 0.41
200706 -2.29 -1.96 0.40
200707 -3.35 -3.74 0.40
200708 2.84 0.92 0.42
200709 2.69 3.23 0.32
200710 -1.57 1.80 0.32
200711 -2.80 -4.82 0.34
200712 -1.03 -0.86 0.27
200801 -2.84 -6.35 0.21
200802 -6.20 -3.09 0.13
200803 3.95 -0.94 0.17
200804 2.19 4.60 0.18
200805 -0.43 1.86 0.18
200806 -9.48 -8.44 0.17
200807 2.14 -0.77 0.15
200808 2.33 1.53 0.13
200809 0.08 -9.24 0.15
200810 -19.04 -17.23 0.08
200811 -4.87 -7.86 0.03
200812 0.79 1.66 0.09
200901 -12.81 -8.12 0.00
200902 -11.32 -10.09 0.01
200903 7.71 8.95 0.02
200904 7.16 10.19 0.01
200905 4.16 5.21 0.00
200906 -0.42 0.43 0.01
200907 7.18 7.72 0.01
200908 2.36 3.32 0.01
200909 3.56 4.08 0.01
200910 -1.02 -2.59 0.00
200911 6.20 5.56 0.00
200912 0.09 2.75 0.01
201001 -1.86 -3.36 0.00
201002 2.25 3.40 0.00
201003 4.14 6.32 0.01
201004 1.78 2.00 0.00
201005 -6.64 -7.89 0.01
201006 -3.38 -5.56 0.01
201007 6.35 6.92 0.01
201008 -2.42 -4.77 0.01
201009 7.45 9.54 0.01
201010 2.64 3.88 0.01
201011 -0.16 0.60 0.01
201012 4.75 6.82 0.01
201101 1.23 2.01 0.01
201102 3.12 3.49 0.01
201103 1.18 0.48 0.01
201104 3.64 2.90 0.00
201105 -0.63 -1.27 0.00
201106 -0.92 -1.75 0.00
201107 -2.71 -2.34 0.00
201108 -2.35 -6.00 0.01
201109 -4.66 -7.60 0.00
201110 8.12 11.34 0.00
201111 1.31 -0.26 0.00
201112 2.09 0.74 0.00
201201 1.13 5.06 0.00
201202 2.86 4.43 0.00
201203 2.10 3.11 0.00
201204 -0.20 -0.84 0.00
201205 -3.12 -6.20 0.01
201206 3.50 3.88 0.00
201207 2.85 0.79 0.00
201208 0.52 2.56 0.01
201209 2.12 2.74 0.01
201210 -1.44 -1.75 0.01
201211 0.25 0.77 0.01
201212 -0.19 1.18 0.01
201301 6.05 5.58 0.00
201302 1.50 1.28 0.00
201303 3.79 4.03 0.00
201304 1.88 1.56 0.00
201305 0.11 2.81 0.00
201306 -1.29 -1.21 0.00
201307 5.10 5.65 0.00
201308 -4.04 -2.69 0.00
201309 2.58 3.76 0.00
201310 4.54 4.17 0.00
201311 1.78 3.12 0.00
201312 1.49 2.81 0.00
201401 -4.56 -3.26 0.00
201402 3.88 4.65 0.00
201403 2.20 0.41 0.00
201404 1.95 -0.14 0.00
201405 1.18 2.06 0.00
201406 1.89 2.59 0.00
201407 -2.57 -2.05 0.00
201408 3.47 4.23 0.00

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