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Returns

1

2

3

4

5

5 - 1

−10.06

−2.69

0.80

4.48

13.69

Rank

$\left(P^{*}-P\right)/N$

1

−1.22

−1.55

−1.44

−1.22

−1.13

−0.93

0.62***

[3.47]

2

−0.04

0.90

0.35

0.24

0.09

−0.17

1.07***

[7.71]

3

0.00

1.73

1.20

1.00

0.84

0.78

0.95***

[7.75]

4

0.04

2.33

2.12

2.07

1.90

1.83

0.50***

[4.26]

5

1.26

3.33

3.54

3.65

3.93

4.95

1.62***

[10.21]

5 - 1

4.88***

4.97***

4.86***

5.06***

5.88***

[34.25]

[49.60]

[50.24]

[46.82]

[36.60]