Regression from Mar 2000 - Sep 2014

Rm-Rf Alpha R2
0.58 7.49% 0.115
Standard error 0.1232 0.0057
t-statistics 4.70 1.10

Fund Profile

Symbol PWO
Issuer PowerShares
Type ETF
Region USA
Style Mid Growth

Rolling Charts:


Fund Returns from Mar 2000 - Sep 2014

Month RaR Rm-Rf Rf
200003 0.00 5.20 0.47
200004 9.68 -6.40 0.46
200005 -1.76 -4.43 0.50
200006 -4.19 4.64 0.40
200007 -4.38 -2.45 0.48
200008 4.58 7.14 0.50
200009 0.63 -5.44 0.51
200010 -0.62 -2.77 0.56
200011 0.00 -10.73 0.51
200012 0.00 1.19 0.50
200101 9.37 3.12 0.54
200102 -9.14 -10.08 0.39
200103 0.00 -7.27 0.44
200104 0.63 7.95 0.39
200105 1.25 0.73 0.32
200106 -1.23 -1.93 0.28
200107 -3.12 -2.13 0.30
200108 6.13 -6.46 0.31
200109 -8.81 -9.26 0.28
200110 11.33 2.47 0.22
200111 7.78 7.54 0.17
200112 0.00 1.60 0.15
200201 4.17 -1.44 0.14
200202 7.73 -2.29 0.13
200203 3.47 4.24 0.13
200204 12.44 -5.20 0.15
200205 -3.83 -1.38 0.14
200206 -2.65 -7.21 0.13
200207 -6.82 -8.18 0.15
200208 -1.95 0.50 0.14
200209 -0.50 -10.35 0.14
200210 -10.00 7.83 0.14
200211 11.11 5.96 0.12
200212 0.00 -5.76 0.11
200301 -3.00 -2.57 0.10
200302 8.25 -1.89 0.09
200303 -4.29 1.09 0.10
200304 7.46 8.22 0.10
200305 5.09 6.05 0.09
200306 4.85 1.42 0.10
200307 21.85 2.34 0.07
200308 -3.79 2.34 0.07
200309 5.56 -1.23 0.08
200310 20.54 6.08 0.07
200311 -7.04 1.35 0.07
200312 -3.03 4.30 0.08
200401 13.00 2.15 0.07
200402 -7.33 1.40 0.06
200403 -7.16 -1.33 0.09
200404 -1.00 -1.83 0.08
200405 -12.31 1.18 0.06
200406 12.92 1.86 0.08
200407 0.00 -4.07 0.10
200408 -4.88 0.08 0.11
200409 1.69 1.61 0.11
200410 3.08 1.43 0.11
200411 1.94 4.54 0.15
200412 8.39 3.43 0.16
200501 2.74 -2.75 0.16
200502 -4.37 1.89 0.16
200503 -3.64 -1.96 0.21
200504 0.31 -2.61 0.21
200505 2.48 3.65 0.24
200506 1.47 0.56 0.23
200507 0.36 3.92 0.24
200508 2.13 -1.22 0.30
200509 -1.26 0.48 0.29
200510 -7.47 -2.00 0.27
200511 6.18 3.62 0.31
200512 3.67 -0.25 0.32
200601 -2.92 3.04 0.35
200602 10.06 -0.30 0.34
200603 -1.45 1.46 0.37
200604 3.17 0.72 0.36
200605 2.56 -3.57 0.43
200606 2.10 -0.35 0.40
200607 -4.88 -0.78 0.40
200608 0.00 2.03 0.42
200609 0.00 1.84 0.41
200610 1.70 3.23 0.41
200611 -9.11 1.71 0.42
200612 3.95 0.87 0.40
200701 7.74 1.41 0.44
200702 -8.36 -1.95 0.38
200703 3.70 0.68 0.43
200704 -0.14 3.49 0.44
200705 -0.63 3.24 0.41
200706 -2.82 -1.96 0.40
200707 -6.98 -3.74 0.40
200708 1.99 0.92 0.42
200709 6.55 3.23 0.32
200710 2.03 1.80 0.32
200711 -4.92 -4.82 0.34
200712 2.35 -0.86 0.27
200801 -6.33 -6.35 0.21
200802 -0.30 -3.09 0.13
200803 -0.06 -0.94 0.17
200804 1.03 4.60 0.18
200805 -1.66 1.86 0.18
200806 4.62 -8.44 0.17
200807 -3.60 -0.77 0.15
200808 -2.00 1.53 0.13
200809 -7.09 -9.24 0.15
200810 -27.47 -17.23 0.08
200811 -13.65 -7.86 0.03
200812 -12.88 1.66 0.09
200901 12.95 -8.12 0.00
200902 -16.03 -10.09 0.01
200903 -2.10 8.95 0.02
200904 6.73 10.19 0.01
200905 5.39 5.21 0.00
200906 10.83 0.43 0.01
200908 -0.38 3.32 0.01
200909 -0.41 4.08 0.01
200911 -7.43 5.56 0.00
201001 26.56 -3.36 0.00
201002 3.97 3.40 0.00
201003 11.44 6.32 0.01
201004 3.02 2.00 0.00
201005 -4.87 -7.89 0.01
201006 14.19 -5.56 0.01
201007 0.11 6.92 0.01
201008 -0.31 -4.77 0.01
201009 9.18 9.54 0.01
201010 10.83 3.88 0.01
201011 -1.62 0.60 0.01
201012 2.08 6.82 0.01
201101 -2.43 2.01 0.01
201102 12.68 3.49 0.01
201103 -9.77 0.48 0.01
201104 23.71 2.90 0.00
201105 5.06 -1.27 0.00
201106 -8.76 -1.75 0.00
201107 6.42 -2.34 0.00
201108 -21.32 -6.00 0.01
201109 -3.20 -7.60 0.00
201110 -0.56 11.34 0.00
201111 -4.92 -0.26 0.00
201112 -1.20 0.74 0.00
201201 9.09 5.06 0.00
201202 24.58 4.43 0.00
201203 -0.80 3.11 0.00
201204 -1.83 -0.84 0.00
201205 -7.67 -6.20 0.01
201206 -10.45 3.88 0.00
201207 -2.15 0.79 0.00
201208 1.59 2.56 0.01
201209 -2.40 2.74 0.01
201210 -8.76 -1.75 0.01
201211 -7.35 0.77 0.01
201212 3.37 1.18 0.01
201301 13.51 5.58 0.00
201302 8.93 1.28 0.00
201303 -9.34 4.03 0.00
201304 7.20 1.56 0.00
201305 6.55 2.81 0.00
201306 -3.94 -1.21 0.00
201307 6.67 5.65 0.00
201308 2.83 -2.69 0.00
201309 11.95 3.76 0.00
201310 4.32 4.17 0.00
201311 -0.18 3.12 0.00
201312 8.22 2.81 0.00
201401 5.53 -3.26 0.00
201402 4.21 4.65 0.00
201403 13.32 0.41 0.00
201404 -0.36 -0.14 0.00
201405 2.66 2.06 0.00
201406 -7.73 2.59 0.00
201407 -9.03 -2.05 0.00
201408 -0.42 4.23 0.00
201409 -10.17 -1.97 0.00

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