Regression from May 2005 - Aug 2014

Rm-Rf Alpha R2
1.10 -2.30% 0.839
Standard error 0.0459 0.0021
t-statistics 23.97 -0.93

Fund Profile

Symbol PXSG
Issuer PowerShares
Type ETF
Region USA
Style Small Growth

Rolling Charts:


Fund Returns from May 2005 - Aug 2014

Month RaR Rm-Rf Rf
200505 8.36 3.65 0.24
200506 3.17 0.56 0.23
200507 5.74 3.92 0.24
200508 -0.32 -1.22 0.30
200509 1.33 0.48 0.29
200510 -4.75 -2.00 0.27
200511 5.38 3.62 0.31
200512 1.18 -0.25 0.32
200601 7.51 3.04 0.35
200602 -0.86 -0.30 0.34
200603 2.71 1.46 0.37
200604 0.73 0.72 0.36
200605 -6.86 -3.57 0.43
200606 -2.46 -0.35 0.40
200607 -5.96 -0.78 0.40
200608 3.00 2.03 0.42
200609 3.11 1.84 0.41
200610 5.90 3.23 0.41
200611 -0.12 1.71 0.42
200612 -0.58 0.87 0.40
200701 1.17 1.41 0.44
200702 0.12 -1.95 0.38
200703 1.91 0.68 0.43
200704 2.21 3.49 0.44
200705 0.67 3.24 0.41
200706 -1.54 -1.96 0.40
200707 -3.69 -3.74 0.40
200708 0.87 0.92 0.42
200709 1.27 3.23 0.32
200710 3.75 1.80 0.32
200711 -7.07 -4.82 0.34
200712 -0.18 -0.86 0.27
200801 -8.68 -6.35 0.21
200802 -5.11 -3.09 0.13
200803 -1.43 -0.94 0.17
200804 4.98 4.60 0.18
200805 4.61 1.86 0.18
200806 -7.30 -8.44 0.17
200807 2.51 -0.77 0.15
200808 3.11 1.53 0.13
200809 -11.70 -9.24 0.15
200810 -17.61 -17.23 0.08
200811 -9.72 -7.86 0.03
200812 3.03 1.66 0.09
200901 -8.07 -8.12 0.00
200902 -10.12 -10.09 0.01
200903 7.59 8.95 0.02
200904 8.76 10.19 0.01
200905 2.85 5.21 0.00
200906 2.29 0.43 0.01
200907 7.19 7.72 0.01
200908 -1.83 3.32 0.01
200909 2.75 4.08 0.01
200910 -6.13 -2.59 0.00
200911 2.30 5.56 0.00
200912 11.24 2.75 0.01
201001 -3.80 -3.36 0.00
201002 3.70 3.40 0.00
201003 7.94 6.32 0.01
201004 3.45 2.00 0.00
201005 -4.21 -7.89 0.01
201006 -9.09 -5.56 0.01
201007 7.83 6.92 0.01
201008 -7.03 -4.77 0.01
201009 10.64 9.54 0.01
201010 6.76 3.88 0.01
201011 4.57 0.60 0.01
201012 5.99 6.82 0.01
201101 0.63 2.01 0.01
201102 5.80 3.49 0.01
201103 7.04 0.48 0.01
201104 3.40 2.90 0.00
201105 -0.22 -1.27 0.00
201106 -4.97 -1.75 0.00
201107 -3.58 -2.34 0.00
201108 -7.96 -6.00 0.01
201109 -10.76 -7.60 0.00
201110 13.99 11.34 0.00
201111 -2.20 -0.26 0.00
201112 0.00 0.74 0.00
201201 6.31 5.06 0.00
201202 3.87 4.43 0.00
201203 1.98 3.11 0.00
201204 -1.66 -0.84 0.00
201205 -7.26 -6.20 0.01
201206 3.20 3.88 0.00
201207 -0.67 0.79 0.00
201208 3.91 2.56 0.01
201209 2.47 2.74 0.01
201210 -2.01 -1.75 0.01
201211 0.88 0.77 0.01
201212 2.44 1.18 0.01
201301 6.63 5.58 0.00
201302 0.64 1.28 0.00
201303 3.49 4.03 0.00
201304 -1.02 1.56 0.00
201305 4.02 2.81 0.00
201306 -0.89 -1.21 0.00
201307 7.05 5.65 0.00
201308 -2.90 -2.69 0.00
201309 5.44 3.76 0.00
201310 2.56 4.17 0.00
201311 2.49 3.12 0.00
201312 2.13 2.81 0.00
201401 -1.57 -3.26 0.00
201402 4.62 4.65 0.00
201403 0.62 0.41 0.00
201404 -2.71 -0.14 0.00
201405 0.30 2.06 0.00
201406 4.84 2.59 0.00
201407 -3.81 -2.05 0.00
201408 3.25 4.23 0.00

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