Regression from Oct 2005 - Aug 2014

Rm-Rf Alpha R2
1.32 -7.19% 0.868
Standard error 0.0503 0.0023
t-statistics 26.33 -2.60

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 Rf
200510 -3.85 -2.00 0.27
200511 4.54 3.62 0.31
200512 0.36 -0.25 0.32
200601 9.01 3.04 0.35
200602 -1.06 -0.30 0.34
200603 5.55 1.46 0.37
200604 1.20 0.72 0.36
200605 -5.38 -3.57 0.43
200606 -0.86 -0.35 0.40
200607 -3.47 -0.78 0.40
200608 2.63 2.03 0.42
200609 0.61 1.84 0.41
200610 5.09 3.23 0.41
200611 2.42 1.71 0.42
200612 1.80 0.87 0.40
200701 1.34 1.41 0.44
200702 0.12 -1.95 0.38
200703 0.42 0.68 0.43
200704 0.54 3.49 0.44
200705 3.28 3.24 0.41
200706 -0.35 -1.96 0.40
200707 -8.34 -3.74 0.40
200708 -1.33 0.92 0.42
200709 1.35 3.23 0.32
200710 -0.06 1.80 0.32
200711 -9.80 -4.82 0.34
200712 -0.49 -0.86 0.27
200801 -8.88 -6.35 0.21
200802 -2.86 -3.09 0.13
200803 -0.96 -0.94 0.17
200804 0.88 4.60 0.18
200805 3.98 1.86 0.18
200806 -9.04 -8.44 0.17
200807 2.61 -0.77 0.15
200808 3.04 1.53 0.13
200809 -6.61 -9.24 0.15
200810 -22.10 -17.23 0.08
200811 -12.71 -7.86 0.03
200812 3.51 1.66 0.09
200901 -13.09 -8.12 0.00
200902 -14.92 -10.09 0.01
200903 7.70 8.95 0.02
200904 15.07 10.19 0.01
200905 2.78 5.21 0.00
200906 2.45 0.43 0.01
200907 7.91 7.72 0.01
200908 0.93 3.32 0.01
200909 4.73 4.08 0.01
200910 -8.48 -2.59 0.00
200911 3.13 5.56 0.00
200912 7.93 2.75 0.01
201001 -5.08 -3.36 0.00
201002 5.69 3.40 0.00
201003 9.27 6.32 0.01
201004 8.97 2.00 0.00
201005 -11.86 -7.89 0.01
201006 -11.19 -5.56 0.01
201007 7.40 6.92 0.01
201008 -9.58 -4.77 0.01
201009 12.86 9.54 0.01
201010 5.06 3.88 0.01
201011 4.22 0.60 0.01
201012 10.02 6.82 0.01
201101 -1.58 2.01 0.01
201102 4.36 3.49 0.01
201103 1.19 0.48 0.01
201104 0.08 2.90 0.00
201105 -2.44 -1.27 0.00
201106 -2.67 -1.75 0.00
201107 -4.26 -2.34 0.00
201108 -11.30 -6.00 0.01
201109 -12.21 -7.60 0.00
201110 16.05 11.34 0.00
201111 -0.92 -0.26 0.00
201112 1.45 0.74 0.00
201201 6.93 5.06 0.00
201202 2.00 4.43 0.00
201203 4.30 3.11 0.00
201204 -1.97 -0.84 0.00
201205 -7.13 -6.20 0.01
201206 5.71 3.88 0.00
201207 -1.77 0.79 0.00
201208 3.03 2.56 0.01
201209 4.51 2.74 0.01
201210 -2.46 -1.75 0.01
201211 1.44 0.77 0.01
201212 3.38 1.18 0.01
201301 7.31 5.58 0.00
201302 1.44 1.28 0.00
201303 5.85 4.03 0.00
201304 -1.34 1.56 0.00
201305 5.37 2.81 0.00
201306 -0.07 -1.21 0.00
201307 7.91 5.65 0.00
201308 -4.66 -2.69 0.00
201309 6.57 3.76 0.00
201310 2.10 4.17 0.00
201311 5.84 3.12 0.00
201312 2.00 2.81 0.00
201401 -2.62 -3.26 0.00
201402 4.46 4.65 0.00
201403 0.06 0.41 0.00
201404 -6.49 -0.14 0.00
201405 1.00 2.06 0.00
201406 4.46 2.59 0.00
201407 -5.92 -2.05 0.00
201408 4.47 4.23 0.00

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