Compute average return differential with and without sign

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Reference no: EM13924121

Given the monthly returns that follow, how well did the passive portfolio track the S&P 500 benchmark? Find the R2, alpha, and beta of the portfolio. Compute the average return differential with and without sign.

Month	Portfolio Return	S&P 500 Return
January	5.0%	5.2%
February	-2.3	-3.0
March	-1.8	-1.6
April	2.2	1.9
May	0.4	0.1
June	-0.8	-0.5
July	0.0	0.2
August	1.5	1.6
September	-0.3	-0.1
October	-3.7	-4.0
November	2.4	2.0
December	0.3	0.2

Reference no: EM13924121

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