Paul Boyer Portfolio: Rolling Returns

Data Source: from January 1976 to March 2024 (~48 years)
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

PAUL BOYER PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

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.

PAUL BOYER PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1976 - 31 March 2024 (~48 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
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
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

Swipe left to see all data
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
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

Swipe left to see all data
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
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

Swipe left to see all data
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
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

Swipe left to see all data
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
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

Swipe left to see all data
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
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

Swipe left to see all data
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
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

Swipe left to see all data
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
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

Swipe left to see all data
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
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

Swipe left to see all data
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
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

Swipe left to see all data
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
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

Swipe left to see all data
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
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

Swipe left to see all data
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
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

Swipe left to see all data
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
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

Swipe left to see all data
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
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

Swipe left to see all data
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
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

Swipe left to see all data
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
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

Swipe left to see all data
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
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

Swipe left to see all data
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
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

Swipe left to see all data
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
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Paul Boyer Portfolio: ETF allocation and returns page.