Regression from Oct 2005 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.07 0.97 0.24 -6.78% 0.968
Standard error 0.0293 0.0566 0.0505 0.0011
t-statistics 36.62 17.19 4.81 -4.93

Fund Profile

Symbol PZI
Issuer PowerShares
Type ETF
Region USA
Style Small Value

Rolling Charts:


Fund Returns from Oct 2005 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
200510 -3.85 -2.00 -1.03 -0.70 0.27
200511 4.54 3.62 1.00 -1.85 0.31
200512 0.36 -0.25 -0.51 0.48 0.32
200601 9.01 3.04 5.33 1.17 0.35
200602 -1.06 -0.30 -0.31 -0.85 0.34
200603 5.55 1.46 3.56 -0.11 0.37
200604 1.20 0.72 -1.24 3.08 0.36
200605 -5.38 -3.57 -3.04 2.77 0.43
200606 -0.86 -0.35 -0.53 1.51 0.40
200607 -3.47 -0.78 -3.99 3.27 0.40
200608 2.63 2.03 0.83 -1.75 0.42
200609 0.61 1.84 -1.24 -0.42 0.41
200610 5.09 3.23 1.64 0.48 0.41
200611 2.42 1.71 0.77 0.48 0.42
200612 1.80 0.87 -0.89 2.51 0.40
200701 1.34 1.41 0.09 -0.02 0.44
200702 0.12 -1.95 1.38 0.24 0.38
200703 0.42 0.68 -0.26 0.39 0.43
200704 0.54 3.49 -2.09 -0.96 0.44
200705 3.28 3.24 -0.04 -0.13 0.41
200706 -0.35 -1.96 0.76 -1.06 0.40
200707 -8.34 -3.74 -2.67 -2.99 0.40
200708 -1.33 0.92 -0.14 -2.36 0.42
200709 1.35 3.23 -2.46 -2.13 0.32
200710 -0.06 1.80 0.21 -1.97 0.32
200711 -9.80 -4.82 -2.77 -1.09 0.34
200712 -0.49 -0.86 0.05 -0.03 0.27
200801 -8.88 -6.35 -0.77 3.05 0.21
200802 -2.86 -3.09 -0.55 -0.03 0.13
200803 -0.96 -0.94 0.83 0.28 0.17
200804 0.88 4.60 -1.49 -0.03 0.18
200805 3.98 1.86 2.98 -0.34 0.18
200806 -9.04 -8.44 1.07 -1.02 0.17
200807 2.61 -0.77 3.58 3.69 0.15
200808 3.04 1.53 3.75 1.48 0.13
200809 -6.61 -9.24 -0.34 4.40 0.15
200810 -22.10 -17.23 -2.28 -2.99 0.08
200811 -12.71 -7.86 -3.63 -4.94 0.03
200812 3.51 1.66 3.97 -1.20 0.09
200901 -13.09 -8.12 -0.98 -9.86 0.00
200902 -14.92 -10.09 -0.35 -6.90 0.01
200903 7.70 8.95 0.73 2.60 0.02
200904 15.07 10.19 5.40 5.42 0.01
200905 2.78 5.21 -2.66 0.56 0.00
200906 2.45 0.43 2.67 -2.44 0.01
200907 7.91 7.72 2.50 4.73 0.01
200908 0.93 3.32 -0.51 7.59 0.01
200909 4.73 4.08 2.47 1.40 0.01
200910 -8.48 -2.59 -4.22 -4.37 0.00
200911 3.13 5.56 -2.65 0.17 0.00
200912 7.93 2.75 5.79 0.73 0.01
201001 -5.08 -3.36 0.19 0.61 0.00
201002 5.69 3.40 1.44 2.74 0.00
201003 9.27 6.32 1.58 2.03 0.01
201004 8.97 2.00 4.94 3.15 0.00
201005 -11.86 -7.89 -0.08 -2.33 0.01
201006 -11.19 -5.56 -2.13 -4.26 0.01
201007 7.40 6.92 0.17 0.22 0.01
201008 -9.58 -4.77 -2.94 -1.64 0.01
201009 12.86 9.54 3.84 -3.02 0.01
201010 5.06 3.88 1.04 -2.30 0.01
201011 4.22 0.60 3.66 -0.54 0.01
201012 10.02 6.82 0.78 3.58 0.01
201101 -1.58 2.01 -2.46 0.86 0.01
201102 4.36 3.49 1.63 1.67 0.01
201103 1.19 0.48 2.62 -1.22 0.01
201104 0.08 2.90 -0.32 -2.25 0.00
201105 -2.44 -1.27 -0.65 -2.21 0.00
201106 -2.67 -1.75 -0.08 -0.42 0.00
201107 -4.26 -2.34 -1.40 -1.20 0.00
201108 -11.30 -6.00 -3.30 -1.56 0.01
201109 -12.21 -7.60 -3.68 -1.06 0.00
201110 16.05 11.34 3.58 -0.90 0.00
201111 -0.92 -0.26 -0.26 -0.17 0.00
201112 1.45 0.74 -0.57 1.53 0.00
201201 6.93 5.06 2.52 -2.13 0.00
201202 2.00 4.43 -1.65 0.04 0.00
201203 4.30 3.11 -0.23 -0.07 0.00
201204 -1.97 -0.84 -0.61 -0.20 0.00
201205 -7.13 -6.20 -0.10 0.10 0.01
201206 5.71 3.88 0.82 0.46 0.00
201207 -1.77 0.79 -2.59 0.02 0.00
201208 3.03 2.56 0.72 0.59 0.01
201209 4.51 2.74 0.49 1.57 0.01
201210 -2.46 -1.75 -1.07 4.17 0.01
201211 1.44 0.77 0.67 -1.10 0.01
201212 3.38 1.18 1.66 3.28 0.01
201301 7.31 5.58 0.49 1.35 0.00
201302 1.44 1.28 -0.38 0.31 0.00
201303 5.85 4.03 0.84 -0.06 0.00
201304 -1.34 1.56 -2.43 0.36 0.00
201305 5.37 2.81 1.93 1.31 0.00
201306 -0.07 -1.21 1.23 -0.45 0.00
201307 7.91 5.65 1.85 0.79 0.00
201308 -4.66 -2.69 0.28 -2.46 0.00
201309 6.57 3.76 2.85 -1.51 0.00
201310 2.10 4.17 -1.52 1.39 0.00
201311 5.84 3.12 1.32 -0.38 0.00
201312 2.00 2.81 -0.44 -0.17 0.00
201401 -2.62 -3.26 0.85 -1.83 0.00
201402 4.46 4.65 0.27 -0.48 0.00
201403 0.06 0.41 -1.81 4.72 0.00
201404 -6.49 -0.14 -4.23 1.57 0.00
201405 1.00 2.06 -1.88 -0.40 0.00
201406 4.46 2.59 2.98 -0.63 0.00
201407 -5.92 -2.05 -4.28 0.03 0.00
201408 4.47 4.23 0.49 -0.75 0.00

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