Consolidated Returns as of 31 March 2024
Holding the Paul Boyer Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~48 years), the longest period with a negative return lasted 50 months (from September 2019 to October 2023).
This means that every rolling period of 51 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Paul Boyer Portfolio: ETF allocation and returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
The annualized return of the last 10 years has been 3.50% (updated at Mar 31, 2024).
Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.37% |
+44.89%
Feb 1979 - Jan 1980 |
-17.29%
Nov 2021 - Oct 2022 |
15.14%
86 out of 568 |
US Inflation Adjusted | +5.07% |
+35.22%
Jul 1982 - Jun 1983 |
-23.24%
Nov 2021 - Oct 2022 |
27.29%
155 out of 568 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.29% |
+30.21%
Feb 1978 - Jan 1980 |
-7.60%
Nov 2021 - Oct 2023 |
7.01%
39 out of 556 |
US Inflation Adjusted | +4.60% |
+20.06%
Mar 1985 - Feb 1987 |
-14.74%
Jul 1980 - Jun 1982 |
16.55%
92 out of 556 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.35% |
+23.78%
Feb 1977 - Jan 1980 |
-3.66%
Oct 2020 - Sep 2023 |
3.86%
21 out of 544 |
US Inflation Adjusted | +4.67% |
+15.95%
Nov 2008 - Oct 2011 |
-8.89%
Oct 2020 - Sep 2023 |
11.40%
62 out of 544 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.81% |
+21.13%
Sep 1976 - Aug 1980 |
-0.41%
Feb 2012 - Jan 2016 |
0.38%
2 out of 532 |
US Inflation Adjusted | +4.98% |
+15.16%
Jul 1982 - Jun 1986 |
-4.64%
Nov 2019 - Oct 2023 |
8.65%
46 out of 532 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.81% |
+16.62%
Jan 1976 - Dec 1980 |
+1.23%
Feb 2012 - Jan 2017 |
0.00%
0 out of 520 |
US Inflation Adjusted | +5.01% |
+12.37%
Aug 1982 - Jul 1987 |
-2.46%
Nov 2017 - Oct 2022 |
4.81%
25 out of 520 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.23% |
+14.71%
Feb 1977 - Jan 1983 |
+1.39%
Nov 2012 - Oct 2018 |
0.00%
0 out of 508 |
US Inflation Adjusted | +4.92% |
+10.06%
Jul 1982 - Jun 1988 |
-2.06%
Nov 2017 - Oct 2023 |
3.94%
20 out of 508 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.36% |
+14.26%
Jun 1976 - May 1983 |
+1.86%
Nov 2011 - Oct 2018 |
0.00%
0 out of 496 |
US Inflation Adjusted | +5.26% |
+9.73%
Sep 2004 - Aug 2011 |
-1.60%
Oct 2016 - Sep 2023 |
2.02%
10 out of 496 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.78% |
+14.04%
Dec 1978 - Nov 1986 |
+2.36%
Nov 2014 - Oct 2022 |
0.00%
0 out of 484 |
US Inflation Adjusted | +5.18% |
+9.83%
May 2003 - Apr 2011 |
-0.50%
Nov 2014 - Oct 2022 |
1.65%
8 out of 484 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.81% |
+14.03%
Sep 1977 - Aug 1986 |
+2.41%
Nov 2013 - Oct 2022 |
0.00%
0 out of 472 |
US Inflation Adjusted | +5.26% |
+9.65%
Mar 2003 - Feb 2012 |
-0.44%
Nov 2014 - Oct 2023 |
1.48%
7 out of 472 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.54% |
+14.32%
Sep 1976 - Aug 1986 |
+1.78%
Oct 2012 - Sep 2022 |
0.00%
0 out of 460 |
US Inflation Adjusted | +5.10% |
+9.19%
Dec 2001 - Nov 2011 |
-0.72%
Oct 2012 - Sep 2022 |
1.74%
8 out of 460 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.29% |
+13.46%
Sep 1976 - Aug 1987 |
+1.90%
Oct 2012 - Sep 2023 |
0.00%
0 out of 448 |
US Inflation Adjusted | +5.07% |
+9.04%
Aug 1982 - Jul 1993 |
-0.71%
Oct 2012 - Sep 2023 |
1.79%
8 out of 448 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.17% |
+12.38%
Feb 1982 - Jan 1994 |
+2.20%
Nov 2011 - Oct 2023 |
0.00%
0 out of 436 |
US Inflation Adjusted | +5.15% |
+8.46%
Jul 1982 - Jun 1994 |
-0.36%
Nov 2011 - Oct 2023 |
0.92%
4 out of 436 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.21% |
+12.32%
Sep 1976 - Aug 1989 |
+2.95%
Nov 2010 - Oct 2023 |
0.00%
0 out of 424 |
US Inflation Adjusted | +5.26% |
+8.21%
Jul 1982 - Jun 1995 |
+0.30%
Nov 2010 - Oct 2023 |
0.00%
0 out of 424 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.25% |
+12.24%
Feb 1978 - Jan 1992 |
+3.90%
Oct 2009 - Sep 2023 |
0.00%
0 out of 412 |
US Inflation Adjusted | +5.36% |
+7.92%
Jul 1982 - Jun 1996 |
+1.32%
Oct 2009 - Sep 2023 |
0.00%
0 out of 412 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.44% |
+12.31%
Jan 1979 - Dec 1993 |
+4.14%
Nov 2007 - Oct 2022 |
0.00%
0 out of 400 |
US Inflation Adjusted | +5.57% |
+7.51%
Jul 1982 - Jun 1997 |
+1.72%
Nov 2007 - Oct 2022 |
0.00%
0 out of 400 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.38% |
+12.45%
Feb 1978 - Jan 1994 |
+4.08%
Nov 2007 - Oct 2023 |
0.00%
0 out of 388 |
US Inflation Adjusted | +5.60% |
+6.94%
Jul 1982 - Jun 1998 |
+1.61%
Nov 2007 - Oct 2023 |
0.00%
0 out of 388 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.29% |
+12.54%
Sep 1976 - Aug 1993 |
+4.93%
Nov 2006 - Oct 2023 |
0.00%
0 out of 376 |
US Inflation Adjusted | +5.54% |
+6.61%
Nov 1990 - Oct 2007 |
+2.36%
Nov 2006 - Oct 2023 |
0.00%
0 out of 376 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.33% |
+12.20%
Jan 1976 - Dec 1993 |
+5.31%
Feb 2006 - Jan 2024 |
0.00%
0 out of 364 |
US Inflation Adjusted | +5.52% |
+6.51%
Jul 1982 - Jun 2000 |
+2.76%
Feb 2006 - Jan 2024 |
0.00%
0 out of 364 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.27% |
+11.77%
Sep 1976 - Aug 1995 |
+5.71%
Nov 2004 - Oct 2023 |
0.00%
0 out of 352 |
US Inflation Adjusted | +5.42% |
+6.41%
Dec 1990 - Nov 2009 |
+3.09%
Nov 2004 - Oct 2023 |
0.00%
0 out of 352 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.42% |
+11.43%
Feb 1976 - Jan 1996 |
+5.93%
Nov 2003 - Oct 2023 |
0.00%
0 out of 340 |
US Inflation Adjusted | +5.34% |
+6.74%
Nov 1990 - Oct 2010 |
+3.27%
Nov 2003 - Oct 2023 |
0.00%
0 out of 340 |
To obtain comprehensive information, please consult the Paul Boyer Portfolio: ETF allocation and returns page.