Regression from Feb 2007 - Aug 2014

Rm-Rf Alpha R2
1.13 -2.85% 0.888
Standard error 0.0426 0.0021
t-statistics 26.56 -1.14

Fund Profile

Symbol PXSC
Issuer PowerShares
Type ETF
Region USA
Style Small Blend

Rolling Charts:


Fund Returns from Feb 2007 - Aug 2014

Month RaR Rm-Rf Rf
200702 -1.16 -1.95 0.38
200703 1.46 0.68 0.43
200704 4.94 3.49 0.44
200705 1.65 3.24 0.41
200706 -1.00 -1.96 0.40
200707 -6.40 -3.74 0.40
200708 1.25 0.92 0.42
200709 -0.91 3.23 0.32
200710 1.45 1.80 0.32
200711 -5.53 -4.82 0.34
200712 -0.87 -0.86 0.27
200801 -5.86 -6.35 0.21
200802 -1.72 -3.09 0.13
200803 -0.33 -0.94 0.17
200804 4.31 4.60 0.18
200805 3.91 1.86 0.18
200806 -7.30 -8.44 0.17
200807 3.07 -0.77 0.15
200808 2.97 1.53 0.13
200809 -9.11 -9.24 0.15
200810 -20.10 -17.23 0.08
200811 -9.79 -7.86 0.03
200812 2.37 1.66 0.09
200901 -9.34 -8.12 0.00
200902 -14.99 -10.09 0.01
200903 7.57 8.95 0.02
200904 14.31 10.19 0.01
200905 0.07 5.21 0.00
200906 2.24 0.43 0.01
200907 9.30 7.72 0.01
200908 0.75 3.32 0.01
200909 3.54 4.08 0.01
200910 -5.10 -2.59 0.00
200911 1.07 5.56 0.00
200912 9.44 2.75 0.01
201001 -2.40 -3.36 0.00
201002 4.27 3.40 0.00
201003 8.64 6.32 0.01
201004 4.13 2.00 0.00
201005 -6.60 -7.89 0.01
201006 -8.92 -5.56 0.01
201007 5.60 6.92 0.01
201008 -8.83 -4.77 0.01
201009 11.81 9.54 0.01
201010 5.04 3.88 0.01
201011 3.61 0.60 0.01
201012 7.07 6.82 0.01
201101 0.23 2.01 0.01
201102 4.50 3.49 0.01
201103 3.60 0.48 0.01
201104 4.16 2.90 0.00
201105 -3.13 -1.27 0.00
201106 -1.83 -1.75 0.00
201107 -3.50 -2.34 0.00
201108 -8.07 -6.00 0.01
201109 -9.26 -7.60 0.00
201110 14.94 11.34 0.00
201111 -1.87 -0.26 0.00
201112 1.05 0.74 0.00
201201 6.55 5.06 0.00
201202 3.19 4.43 0.00
201203 1.63 3.11 0.00
201204 -1.56 -0.84 0.00
201205 -7.97 -6.20 0.01
201206 0.79 3.88 0.00
201207 3.65 0.79 0.00
201208 1.38 2.56 0.01
201209 2.95 2.74 0.01
201210 -1.50 -1.75 0.01
201211 2.17 0.77 0.01
201212 1.19 1.18 0.01
201301 8.14 5.58 0.00
201302 1.51 1.28 0.00
201303 3.74 4.03 0.00
201304 0.37 1.56 0.00
201305 4.33 2.81 0.00
201306 -0.88 -1.21 0.00
201307 5.54 5.65 0.00
201308 -3.63 -2.69 0.00
201309 4.85 3.76 0.00
201310 4.49 4.17 0.00
201311 2.13 3.12 0.00
201312 2.15 2.81 0.00
201401 -2.56 -3.26 0.00
201402 3.41 4.65 0.00
201403 -0.79 0.41 0.00
201404 -0.12 -0.14 0.00
201405 1.07 2.06 0.00
201406 3.48 2.59 0.00
201407 -4.59 -2.05 0.00
201408 4.44 4.23 0.00

Other Funds


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