PERMNO date msft vwretd ewretd sprtrn
10107 20010103 0.105187 0.052945 0.046221 0.050099
10107 20010104 0.010430 -0.011796 0.011364 -0.010552
10107 20010105 0.014194 -0.028857 -0.008607 -0.026242
10107 20010108 -0.003817 -0.003433 -0.005051 -0.001918
10107 20010109 0.058748 0.004889 0.011808 0.003812
10107 20010110 0.020507 0.013824 0.020657 0.009586
10107 20010111 0.040189 0.014959 0.027183 0.010318
10107 20010112 -0.027273 -0.003536 0.019473 -0.006406
10107 20010116 -0.017523 0.006230 0.019410 0.006319
10107 20010117 0.007134 0.004503 0.012757 0.002126
10107 20010118 0.048406 0.012285 0.008504 0.013915
10107 20010119 0.099099 -0.004093 0.003892 -0.004028
10107 20010122 -0.014344 0.000299 0.005431 0.000268
10107 20010123 0.007277 0.015816 0.014520 0.013032
10107 20010124 0.039216 0.003290 0.007313 0.002867
10107 20010125 -0.017875 -0.007537 -0.003242 -0.004977
10107 20010126 0.035389 -0.000710 0.001972 -0.001886
10107 20010129 0.007813 0.008976 0.010237 0.006805
10107 20010130 -0.017442 0.006593 0.009543 0.007008
10107 20010131 -0.036489 -0.006669 -0.000180 -0.005620
10107 20010201 0.021494 0.003834 0.001991 0.005461
10107 20010202 -0.025050 -0.018595 -0.009213 -0.017474
10107 20010205 0.018499 0.002076 -0.003784 0.003587
10107 20010206 0.010091 0.000493 0.002474 -0.001514
10107 20010207 0.033966 -0.008783 -0.004362 -0.008408
10107 20010208 -0.037681 -0.006504 -0.003159 -0.006235
10107 20010209 -0.050201 -0.014258 -0.009423 -0.013336
10107 20010212 -0.006342 0.010374 0.004847 0.011827
10107 20010213 -0.009574 -0.008692 -0.003473 -0.008652
10107 20010214 0.003222 -0.000127 -0.000491 -0.002184
10107 20010215 0.007495 0.008944 0.009205 0.008124
10107 20010216 -0.025505 -0.020611 -0.014242 -0.018905
10107 20010220 -0.025082 -0.018808 -0.012359 -0.017357
10107 20010221 0.006711 -0.018357 -0.015700 -0.018508
10107 20010222 -0.018889 -0.004523 -0.010742 -0.001952
10107 20010223 0.028313 -0.003925 -0.002983 -0.005555
10107 20010226 0.049559 0.019209 0.016211 0.017490
10107 20010227 -0.00314 ...