Regression from Nov 2005 - Aug 2014

Rm-Rf Alpha R2
0.96 0.75% 0.897
Standard error 0.0319 0.0017
t-statistics 30.17 0.36

Fund Profile

Symbol PID
Issuer PowerShares
Type ETF
Region Developed Markets
Style Large Blend

Rolling Charts:


Fund Returns from Nov 2005 - Aug 2014

Month RaR Rm-Rf Rf
200511 3.98 2.17 0.31
200512 2.52 5.14 0.32
200601 5.18 5.74 0.35
200602 0.65 -0.49 0.34
200603 -0.16 3.30 0.37
200604 4.34 4.58 0.36
200605 -2.69 -4.71 0.43
200606 -0.71 -0.77 0.40
200607 2.07 0.17 0.40
200608 3.04 2.44 0.42
200609 1.36 -0.40 0.41
200610 3.89 3.46 0.41
200611 3.81 2.75 0.42
200612 3.26 2.67 0.40
200701 -1.28 0.65 0.44
200702 -0.34 0.55 0.38
200703 4.02 2.48 0.43
200704 4.39 3.79 0.44
200705 3.45 1.89 0.41
200706 0.24 -0.03 0.40
200707 0.00 -1.45 0.40
200708 -1.09 -2.60 0.42
200709 4.29 5.27 0.32
200710 5.75 4.28 0.32
200711 -5.66 -4.62 0.34
200712 -2.59 -2.18 0.27
200801 -6.34 -8.76 0.21
200802 -1.81 2.07 0.13
200803 -0.99 -1.52 0.17
200804 5.64 5.18 0.18
200805 1.70 1.79 0.18
200806 -10.75 -7.90 0.17
200807 -1.18 -4.03 0.15
200808 -1.19 -4.38 0.13
200809 -11.34 -14.58 0.15
200810 -24.46 -21.14 0.08
200811 -9.63 -5.39 0.03
200812 3.51 6.63 0.09
200901 -14.03 -9.05 0.00
200902 -9.87 -10.02 0.01
200903 8.61 6.11 0.02
200904 14.78 12.46 0.01
200905 15.57 13.70 0.00
200906 -1.11 -0.87 0.01
200907 11.48 9.28 0.01
200908 2.39 4.25 0.01
200909 4.67 4.60 0.01
200910 -2.92 -1.93 0.00
200911 5.74 2.34 0.00
200912 1.84 1.27 0.01
201001 -3.28 -4.01 0.00
201002 1.44 -0.35 0.00
201003 4.52 6.45 0.01
201004 -0.16 -0.80 0.00
201005 -8.81 -10.71 0.01
201006 -1.23 -1.24 0.01
201007 9.25 9.24 0.01
201008 -3.01 -3.30 0.01
201009 8.82 10.02 0.01
201010 3.94 4.11 0.01
201011 -3.79 -4.42 0.01
201012 6.71 8.28 0.01
201101 1.66 2.12 0.01
201102 2.06 3.43 0.01
201103 1.74 -1.60 0.01
201104 4.32 5.71 0.00
201105 -1.77 -2.79 0.00
201106 -1.47 -1.37 0.00
201107 -1.42 -1.32 0.00
201108 -4.40 -8.51 0.01
201109 -9.00 -10.31 0.00
201110 10.68 8.79 0.00
201111 -3.22 -4.57 0.00
201112 -0.15 -1.35 0.00
201201 2.07 6.02 0.00
201202 3.77 5.36 0.00
201203 0.00 -0.28 0.00
201204 0.00 -1.50 0.00
201205 -9.50 -11.27 0.01
201206 6.56 5.85 0.00
201207 0.51 0.81 0.00
201208 1.66 2.99 0.01
201209 2.41 3.37 0.01
201210 0.55 0.81 0.01
201211 0.76 1.81 0.01
201212 3.21 3.33 0.01
201301 4.57 5.22 0.00
201302 -0.95 -0.94 0.00
201303 3.32 0.75 0.00
201304 2.60 4.37 0.00
201305 -1.87 -1.52 0.00
201306 -2.83 -3.74 0.00
201307 2.78 5.58 0.00
201308 -1.35 -1.01 0.00
201309 4.86 7.04 0.00
201310 3.51 3.37 0.00
201311 0.63 0.59 0.00
201312 2.80 1.71 0.00
201401 -5.05 -3.23 0.00
201402 4.97 5.37 0.00
201403 0.95 -0.22 0.00
201404 1.82 1.10 0.00
201405 2.11 1.39 0.00
201406 2.60 1.46 0.00
201407 -1.66 -1.98 0.00
201408 3.05 -0.28 0.00

Other Funds


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