Regression from May 2005 - Aug 2014

Rm-Rf Alpha R2
0.87 2.61% 0.917
Standard error 0.0250 0.0011
t-statistics 34.92 1.93

Fund Profile

Symbol PWV
Issuer PowerShares
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from May 2005 - Aug 2014

Month RaR Rm-Rf Rf
200505 2.68 3.65 0.24
200506 1.79 0.56 0.23
200507 3.60 3.92 0.24
200508 0.54 -1.22 0.30
200509 2.30 0.48 0.29
200510 -1.95 -2.00 0.27
200511 2.53 3.62 0.31
200512 0.22 -0.25 0.32
200601 3.65 3.04 0.35
200602 0.79 -0.30 0.34
200603 1.28 1.46 0.37
200604 2.32 0.72 0.36
200605 -2.62 -3.57 0.43
200606 0.92 -0.35 0.40
200607 3.85 -0.78 0.40
200608 2.09 2.03 0.42
200609 2.05 1.84 0.41
200610 3.56 3.23 0.41
200611 1.75 1.71 0.42
200612 2.40 0.87 0.40
200701 0.90 1.41 0.44
200702 -1.72 -1.95 0.38
200703 1.39 0.68 0.43
200704 4.30 3.49 0.44
200705 4.06 3.24 0.41
200706 -3.24 -1.96 0.40
200707 -4.77 -3.74 0.40
200708 1.79 0.92 0.42
200709 4.51 3.23 0.32
200710 1.96 1.80 0.32
200711 -3.58 -4.82 0.34
200712 0.11 -0.86 0.27
200801 -6.10 -6.35 0.21
200802 -2.67 -3.09 0.13
200803 -0.44 -0.94 0.17
200804 4.45 4.60 0.18
200805 0.90 1.86 0.18
200806 -7.72 -8.44 0.17
200807 -0.26 -0.77 0.15
200808 1.81 1.53 0.13
200809 -6.15 -9.24 0.15
200810 -13.72 -17.23 0.08
200811 -5.17 -7.86 0.03
200812 5.53 1.66 0.09
200901 -6.81 -8.12 0.00
200902 -13.18 -10.09 0.01
200903 6.29 8.95 0.02
200904 8.92 10.19 0.01
200905 5.01 5.21 0.00
200906 1.27 0.43 0.01
200907 6.44 7.72 0.01
200908 2.88 3.32 0.01
200909 1.58 4.08 0.01
200910 -1.69 -2.59 0.00
200911 5.96 5.56 0.00
200912 2.78 2.75 0.01
201001 -2.51 -3.36 0.00
201002 2.57 3.40 0.00
201003 6.00 6.32 0.01
201004 1.93 2.00 0.00
201005 -8.61 -7.89 0.01
201006 -4.07 -5.56 0.01
201007 6.75 6.92 0.01
201008 -3.85 -4.77 0.01
201009 7.94 9.54 0.01
201010 3.21 3.88 0.01
201011 -1.10 0.60 0.01
201012 5.73 6.82 0.01
201101 2.56 2.01 0.01
201102 3.29 3.49 0.01
201103 0.38 0.48 0.01
201104 3.61 2.90 0.00
201105 -0.21 -1.27 0.00
201106 -1.06 -1.75 0.00
201107 -3.10 -2.34 0.00
201108 -6.08 -6.00 0.01
201109 -5.18 -7.60 0.00
201110 10.24 11.34 0.00
201111 0.28 -0.26 0.00
201112 2.53 0.74 0.00
201201 1.53 5.06 0.00
201202 3.77 4.43 0.00
201203 2.91 3.11 0.00
201204 -0.56 -0.84 0.00
201205 -4.62 -6.20 0.01
201206 5.32 3.88 0.00
201207 0.76 0.79 0.00
201208 2.61 2.56 0.01
201209 2.93 2.74 0.01
201210 -0.71 -1.75 0.01
201211 -0.33 0.77 0.01
201212 1.87 1.18 0.01
201301 6.08 5.58 0.00
201302 1.64 1.28 0.00
201303 4.63 4.03 0.00
201304 2.67 1.56 0.00
201305 1.87 2.81 0.00
201306 -0.88 -1.21 0.00
201307 5.03 5.65 0.00
201308 -4.18 -2.69 0.00
201309 2.08 3.76 0.00
201310 4.04 4.17 0.00
201311 4.03 3.12 0.00
201312 1.96 2.81 0.00
201401 -3.73 -3.26 0.00
201402 3.10 4.65 0.00
201403 3.61 0.41 0.00
201404 1.42 -0.14 0.00
201405 1.53 2.06 0.00
201406 1.71 2.59 0.00
201407 -0.46 -2.05 0.00
201408 3.68 4.23 0.00

Other Funds


Use the form below to perform a regression analysis for a specific fund.

Pick a fund symbol, regression type, and optional start and end months to perform the calculation.