Portfolio | a (%) | Rm-Rf | SMB | HML | PY1YR | Adj R2 |
Best-in-class (environment) | 9.60*** (2.81) | 0.97*** (14.38) | −0.32*** (−3.37) | −0.43*** (−4.36) | −0.19*** (−3.33) | 0.63 |
Worst-in-class (environment) | 13.20** (2.27) | 0.87*** (5.77) | 0.05 (0.29) | −0.48*** (−4.00) | 0.07 (0.60) | 0.36 |
Difference PF | −3.60 (−0.54) | 0.10 (0.63) | −0.27** (−2.29) | 0.05 (0.27) | −0.12* (−1.69) | 0.07 |
Best-in-class (employee) | 9.60*** (3.12) | 1.02*** (12.68) | −0.11 (−0.99) | −0.46*** (−4.81) | −0.07 (−1.17) | 0.67 |
Worst-in-class (employee) | 4.80* (1.89) | 0.69*** (7.63) | 0.24 (0.27) | 0.05 (0.38) | −0.13* (−1.67) | 0.48 |
Difference PF | 4.80* (1.69) | 0.33*** (2.83) | −0.14 (−1.40) | −0.41*** (−3.07) | 0.06 (0.57) | 0.21 |
Best-in-class (community) | 7.20** (2.11) | 0.89*** (11.60) | −0.10 (−0.96) | −0.32*** (−4.73) | −0.24*** (−2.62) | 0.64 |
Worst-in-class (community) | 9.60** (2.54) | 0.80*** (7.80) | 0.38*** (3.34) | −0.28*** (−3.53) | −0.13 (−1.20) | 0.52 |
Difference PF | −2.40 (−0.52) | 0.09 (0.65) | −0.48*** (−3.67) | −0.04 (−0.47) | −0.11 (−1.27) | 0.09 |