Regression from Mar 2008 - Aug 2014

Rm-Rf Alpha R2
1.13 0.45% 0.901
Standard error 0.0430 0.0026
t-statistics 26.23 0.14

Fund Profile

Symbol PIZ
Issuer PowerShares
Type ETF
Region Developed Markets
Style Large Growth

Rolling Charts:


Fund Returns from Mar 2008 - Aug 2014

Month RaR Rm-Rf Rf
200803 -0.37 -1.52 0.17
200804 3.24 5.18 0.18
200805 4.95 1.79 0.18
200806 -6.45 -7.90 0.17
200807 -9.25 -4.03 0.15
200808 -7.09 -4.38 0.13
200809 -20.20 -14.58 0.15
200810 -18.43 -21.14 0.08
200811 -5.56 -5.39 0.03
200812 8.66 6.63 0.09
200901 -9.45 -9.05 0.00
200902 -11.07 -10.02 0.01
200903 8.16 6.11 0.02
200904 8.77 12.46 0.01
200905 16.57 13.70 0.00
200906 -2.68 -0.87 0.01
200907 13.23 9.28 0.01
200908 2.90 4.25 0.01
200909 6.69 4.60 0.01
200910 -5.41 -1.93 0.00
200911 7.54 2.34 0.00
200912 1.39 1.27 0.01
201001 -7.63 -4.01 0.00
201002 1.55 -0.35 0.00
201003 10.43 6.45 0.01
201004 0.29 -0.80 0.00
201005 -12.57 -10.71 0.01
201006 -2.95 -1.24 0.01
201007 11.37 9.24 0.01
201008 -0.43 -3.30 0.01
201009 12.14 10.02 0.01
201010 4.35 4.11 0.01
201011 -2.50 -4.42 0.01
201012 8.56 8.28 0.01
201101 -1.63 2.12 0.01
201102 2.60 3.43 0.01
201103 -0.05 -1.60 0.01
201104 6.54 5.71 0.00
201105 -2.38 -2.79 0.00
201106 -2.82 -1.37 0.00
201107 -2.08 -1.32 0.00
201108 -9.23 -8.51 0.01
201109 -16.58 -10.31 0.00
201110 13.42 8.79 0.00
201111 -1.95 -4.57 0.00
201112 -3.57 -1.35 0.00
201201 5.83 6.02 0.00
201202 5.28 5.36 0.00
201203 0.44 -0.28 0.00
201204 -0.87 -1.50 0.00
201205 -12.16 -11.27 0.01
201206 4.36 5.85 0.00
201207 1.79 0.81 0.00
201208 4.87 2.99 0.01
201209 2.29 3.37 0.01
201210 2.13 0.81 0.01
201211 2.73 1.81 0.01
201212 1.15 3.33 0.01
201301 3.87 5.22 0.00
201302 0.45 -0.94 0.00
201303 1.53 0.75 0.00
201304 3.02 4.37 0.00
201305 -0.19 -1.52 0.00
201306 -3.45 -3.74 0.00
201307 7.55 5.58 0.00
201308 -1.28 -1.01 0.00
201309 12.33 7.04 0.00
201310 1.69 3.37 0.00
201311 2.06 0.59 0.00
201312 4.12 1.71 0.00
201401 -4.41 -3.23 0.00
201402 8.36 5.37 0.00
201403 -1.80 -0.22 0.00
201404 -2.02 1.10 0.00
201405 1.56 1.39 0.00
201406 -0.94 1.46 0.00
201407 -3.91 -1.98 0.00
201408 1.70 -0.28 0.00

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