Regression from Feb 2007 - Aug 2014

Rm-Rf Alpha R2
0.88 0.82% 0.932
Standard error 0.0251 0.0012
t-statistics 34.97 0.56

Fund Profile

Symbol PXLC
Issuer PowerShares
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Feb 2007 - Aug 2014

Month RaR Rm-Rf Rf
200702 -1.83 -1.95 0.38
200703 1.38 0.68 0.43
200704 5.13 3.49 0.44
200705 3.05 3.24 0.41
200706 -2.87 -1.96 0.40
200707 -1.92 -3.74 0.40
200708 0.93 0.92 0.42
200709 4.38 3.23 0.32
200710 2.10 1.80 0.32
200711 -3.12 -4.82 0.34
200712 0.98 -0.86 0.27
200801 -7.75 -6.35 0.21
200802 -1.58 -3.09 0.13
200803 -1.38 -0.94 0.17
200804 3.97 4.60 0.18
200805 3.47 1.86 0.18
200806 -7.34 -8.44 0.17
200807 -0.68 -0.77 0.15
200808 2.41 1.53 0.13
200809 -9.43 -9.24 0.15
200810 -15.96 -17.23 0.08
200811 -5.61 -7.86 0.03
200812 2.17 1.66 0.09
200901 -5.52 -8.12 0.00
200902 -10.52 -10.09 0.01
200903 6.02 8.95 0.02
200904 7.03 10.19 0.01
200905 2.84 5.21 0.00
200906 2.46 0.43 0.01
200907 7.07 7.72 0.01
200908 1.18 3.32 0.01
200909 3.93 4.08 0.01
200910 -1.76 -2.59 0.00
200911 5.26 5.56 0.00
200912 2.11 2.75 0.01
201001 -3.63 -3.36 0.00
201002 3.04 3.40 0.00
201003 6.25 6.32 0.01
201004 1.82 2.00 0.00
201005 -7.09 -7.89 0.01
201006 -6.22 -5.56 0.01
201007 6.63 6.92 0.01
201008 -5.10 -4.77 0.01
201009 9.16 9.54 0.01
201010 4.15 3.88 0.01
201011 0.80 0.60 0.01
201012 4.88 6.82 0.01
201101 1.06 2.01 0.01
201102 3.24 3.49 0.01
201103 0.55 0.48 0.01
201104 3.72 2.90 0.00
201105 -1.26 -1.27 0.00
201106 -1.86 -1.75 0.00
201107 -3.28 -2.34 0.00
201108 -4.39 -6.00 0.01
201109 -4.27 -7.60 0.00
201110 8.92 11.34 0.00
201111 -1.53 -0.26 0.00
201112 2.83 0.74 0.00
201201 2.58 5.06 0.00
201202 4.45 4.43 0.00
201203 2.01 3.11 0.00
201204 0.16 -0.84 0.00
201205 -3.89 -6.20 0.01
201206 3.72 3.88 0.00
201207 2.21 0.79 0.00
201208 0.35 2.56 0.01
201209 1.19 2.74 0.01
201210 -0.80 -1.75 0.01
201211 -0.92 0.77 0.01
201212 0.39 1.18 0.01
201301 7.35 5.58 0.00
201302 1.54 1.28 0.00
201303 4.66 4.03 0.00
201304 2.36 1.56 0.00
201305 3.99 2.81 0.00
201306 -0.19 -1.21 0.00
201307 4.67 5.65 0.00
201308 -3.95 -2.69 0.00
201309 2.69 3.76 0.00
201310 5.02 4.17 0.00
201311 3.31 3.12 0.00
201312 1.13 2.81 0.00
201401 -4.12 -3.26 0.00
201402 4.07 4.65 0.00
201403 2.75 0.41 0.00
201404 0.93 -0.14 0.00
201405 2.33 2.06 0.00
201406 1.88 2.59 0.00
201407 -1.48 -2.05 0.00
201408 3.67 4.23 0.00

Other Funds


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