Regression from May 2005 - Aug 2014

Rm-Rf Alpha R2
1.19 -1.37% 0.876
Standard error 0.0427 0.0019
t-statistics 27.89 -0.59

Fund Profile

Symbol PXSV
Issuer PowerShares
Type ETF
Region USA
Style Small Value

Rolling Charts:


Fund Returns from May 2005 - Aug 2014

Month RaR Rm-Rf Rf
200505 8.13 3.65 0.24
200506 3.22 0.56 0.23
200507 5.06 3.92 0.24
200508 -3.47 -1.22 0.30
200509 0.88 0.48 0.29
200510 -2.18 -2.00 0.27
200511 3.27 3.62 0.31
200512 -1.22 -0.25 0.32
200601 6.34 3.04 0.35
200602 -0.75 -0.30 0.34
200603 2.90 1.46 0.37
200604 1.27 0.72 0.36
200605 -4.97 -3.57 0.43
200606 1.18 -0.35 0.40
200607 -1.10 -0.78 0.40
200608 1.25 2.03 0.42
200609 0.62 1.84 0.41
200610 5.60 3.23 0.41
200611 4.14 1.71 0.42
200612 0.44 0.87 0.40
200701 0.93 1.41 0.44
200702 -2.45 -1.95 0.38
200703 2.89 0.68 0.43
200704 2.02 3.49 0.44
200705 4.97 3.24 0.41
200706 -1.71 -1.96 0.40
200707 -8.30 -3.74 0.40
200708 2.22 0.92 0.42
200709 -0.43 3.23 0.32
200710 1.37 1.80 0.32
200711 -6.07 -4.82 0.34
200712 -3.72 -0.86 0.27
200801 -2.85 -6.35 0.21
200802 -2.37 -3.09 0.13
200803 1.00 -0.94 0.17
200804 3.40 4.60 0.18
200805 2.05 1.86 0.18
200806 -9.73 -8.44 0.17
200807 2.60 -0.77 0.15
200808 5.36 1.53 0.13
200809 -9.49 -9.24 0.15
200810 -17.86 -17.23 0.08
200811 -9.99 -7.86 0.03
200812 3.39 1.66 0.09
200901 -9.05 -8.12 0.00
200902 -15.19 -10.09 0.01
200903 7.22 8.95 0.02
200904 16.59 10.19 0.01
200905 2.16 5.21 0.00
200906 -1.11 0.43 0.01
200907 10.92 7.72 0.01
200908 1.93 3.32 0.01
200909 2.35 4.08 0.01
200910 -3.00 -2.59 0.00
200911 1.91 5.56 0.00
200912 7.67 2.75 0.01
201001 -2.98 -3.36 0.00
201002 4.53 3.40 0.00
201003 6.54 6.32 0.01
201004 5.52 2.00 0.00
201005 -7.41 -7.89 0.01
201006 -8.24 -5.56 0.01
201007 7.10 6.92 0.01
201008 -9.19 -4.77 0.01
201009 11.26 9.54 0.01
201010 4.43 3.88 0.01
201011 3.26 0.60 0.01
201012 5.21 6.82 0.01
201101 0.49 2.01 0.01
201102 6.17 3.49 0.01
201103 2.02 0.48 0.01
201104 4.16 2.90 0.00
201105 -2.15 -1.27 0.00
201106 -1.63 -1.75 0.00
201107 -3.19 -2.34 0.00
201108 -10.62 -6.00 0.01
201109 -11.07 -7.60 0.00
201110 15.10 11.34 0.00
201111 -0.94 -0.26 0.00
201112 3.20 0.74 0.00
201201 7.05 5.06 0.00
201202 2.90 4.43 0.00
201203 3.01 3.11 0.00
201204 -1.99 -0.84 0.00
201205 -6.91 -6.20 0.01
201206 5.11 3.88 0.00
201207 -1.49 0.79 0.00
201208 3.82 2.56 0.01
201209 4.06 2.74 0.01
201210 -1.77 -1.75 0.01
201211 1.67 0.77 0.01
201212 4.76 1.18 0.01
201301 6.00 5.58 0.00
201302 1.54 1.28 0.00
201303 4.38 4.03 0.00
201304 -0.10 1.56 0.00
201305 5.96 2.81 0.00
201306 -1.27 -1.21 0.00
201307 8.33 5.65 0.00
201308 -4.16 -2.69 0.00
201309 6.06 3.76 0.00
201310 3.96 4.17 0.00
201311 5.15 3.12 0.00
201312 1.94 2.81 0.00
201401 -4.69 -3.26 0.00
201402 5.17 4.65 0.00
201403 1.77 0.41 0.00
201404 -2.46 -0.14 0.00
201405 0.57 2.06 0.00
201406 4.40 2.59 0.00
201407 -5.65 -2.05 0.00
201408 4.67 4.23 0.00

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