Portfolio | a (%) | Rm-Rf | SMB | HML | PY1YR | Adj R2 |
Best-in-class (environment) | 10.80*** (4.29) | 1.02*** (23.35) | 0.03 (0.36) | −0.34*** (−5.38) | −0.15** (−2.50) | 0.73 |
Worst-in-class (environment) | 3.60* (1.77) | 1.02*** (22.06) | 0.02 (0.27) | 0.58*** (5.98) | −0.19*** (−2.74) | 0.77 |
Difference PF | 7.20* (1.91) | 0.00 (0.01) | 0.01 (0.11) | −0.92*** (7.27) | −0.34 (0.36) | 0.37 |
Best-in-class (employee) | 8.40*** (4.88) | 1.07*** (35.09) | 0.10** (2.07) | −0.30*** (−5.41) | −0.08*** (−2.75) | 0.80 |
Worst-in-class (employee) | 7.20*** (3.56) | 1.01*** (22.60) | 0.20*** (3.25) | 0.09 (1.03) | −0.14*** (−4.19) | 0.80 |
Difference PF | 1.20 (0.54) | 0.06 (1.00) | −0.10 (−1.32) | −0.21*** (−3.72) | −0.22 (1.14) | 0.14 |
Best-in-class (community) | 7.20*** (3.55) | 0.91*** (17.04) | 0.08 (1.20) | −0.11** (−2.48) | −0.17*** (−3.92) | 0.78 |
Worst-in-class (community) | 9.60*** (3.58) | 1.08*** (31.64) | 0.00 (0.05) | 0.08 (0.68) | 0.02 (0.47) | 0.75 |
Difference PF | −2.40 (−0.91) | −0.17** (−2.40) | 0.08 (0.88) | −0.19 (−1.33) | −0.19*** (−2.69) | 0.08 |