Regression from Feb 2007 - Aug 2014

Rm-Rf Alpha R2
1.06 -1.14% 0.909
Standard error 0.0356 0.0017
t-statistics 29.78 -0.55

Fund Profile

Symbol PXMC
Issuer PowerShares
Type ETF
Region USA
Style Mid Blend

Rolling Charts:


Fund Returns from Feb 2007 - Aug 2014

Month RaR Rm-Rf Rf
200702 0.98 -1.95 0.38
200703 1.21 0.68 0.43
200704 3.86 3.49 0.44
200705 4.41 3.24 0.41
200706 -1.43 -1.96 0.40
200707 -4.81 -3.74 0.40
200708 -0.39 0.92 0.42
200709 2.20 3.23 0.32
200710 1.85 1.80 0.32
200711 -4.08 -4.82 0.34
200712 -0.59 -0.86 0.27
200801 -7.24 -6.35 0.21
200802 -3.54 -3.09 0.13
200803 -1.81 -0.94 0.17
200804 7.71 4.60 0.18
200805 5.61 1.86 0.18
200806 -8.16 -8.44 0.17
200807 -1.77 -0.77 0.15
200808 -0.18 1.53 0.13
200809 -13.42 -9.24 0.15
200810 -22.36 -17.23 0.08
200811 -8.64 -7.86 0.03
200812 8.31 1.66 0.09
200901 -6.61 -8.12 0.00
200902 -7.93 -10.09 0.01
200903 8.46 8.95 0.02
200904 8.94 10.19 0.01
200905 1.04 5.21 0.00
200906 2.51 0.43 0.01
200907 6.79 7.72 0.01
200908 2.06 3.32 0.01
200909 6.98 4.08 0.01
200910 -3.88 -2.59 0.00
200911 4.54 5.56 0.00
200912 5.10 2.75 0.01
201001 -4.49 -3.36 0.00
201002 5.08 3.40 0.00
201003 6.92 6.32 0.01
201004 4.23 2.00 0.00
201005 -5.43 -7.89 0.01
201006 -5.41 -5.56 0.01
201007 4.90 6.92 0.01
201008 -6.27 -4.77 0.01
201009 11.11 9.54 0.01
201010 3.78 3.88 0.01
201011 1.58 0.60 0.01
201012 5.14 6.82 0.01
201101 1.26 2.01 0.01
201102 2.83 3.49 0.01
201103 2.02 0.48 0.01
201104 3.25 2.90 0.00
201105 -0.38 -1.27 0.00
201106 -1.89 -1.75 0.00
201107 -3.73 -2.34 0.00
201108 -6.12 -6.00 0.01
201109 -8.66 -7.60 0.00
201110 13.48 11.34 0.00
201111 -3.06 -0.26 0.00
201112 1.30 0.74 0.00
201201 5.30 5.06 0.00
201202 3.53 4.43 0.00
201203 2.31 3.11 0.00
201204 -1.61 -0.84 0.00
201205 -7.87 -6.20 0.01
201206 2.62 3.88 0.00
201207 2.18 0.79 0.00
201208 1.89 2.56 0.01
201209 1.82 2.74 0.01
201210 -0.78 -1.75 0.01
201211 1.45 0.77 0.01
201212 2.28 1.18 0.01
201301 5.70 5.58 0.00
201302 1.82 1.28 0.00
201303 4.10 4.03 0.00
201304 0.61 1.56 0.00
201305 3.52 2.81 0.00
201306 -1.23 -1.21 0.00
201307 4.32 5.65 0.00
201308 -2.67 -2.69 0.00
201309 4.51 3.76 0.00
201310 4.23 4.17 0.00
201311 2.13 3.12 0.00
201312 2.49 2.81 0.00
201401 -3.31 -3.26 0.00
201402 5.00 4.65 0.00
201403 0.64 0.41 0.00
201404 -0.11 -0.14 0.00
201405 2.41 2.06 0.00
201406 3.14 2.59 0.00
201407 -2.54 -2.05 0.00
201408 3.71 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.