Consolidated Returns as of 30 June 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 (~49 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
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The annualized return of the last 10 years has been 3.28% (updated at Jun 30, 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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.29% |
+44.89%
Feb 1979 - Jan 1980 |
-17.29%
Nov 2021 - Oct 2022 |
15.06%
86 out of 571 |
US Inflation Adjusted | +5.04% |
+35.22%
Jul 1982 - Jun 1983 |
-23.24%
Nov 2021 - Oct 2022 |
27.32%
156 out of 571 |
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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 |
6.98%
39 out of 559 |
US Inflation Adjusted | +4.57% |
+20.06%
Mar 1985 - Feb 1987 |
-14.74%
Jul 1980 - Jun 1982 |
16.82%
94 out of 559 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.34% |
+23.78%
Feb 1977 - Jan 1980 |
-3.66%
Oct 2020 - Sep 2023 |
4.39%
24 out of 547 |
US Inflation Adjusted | +4.63% |
+15.95%
Nov 2008 - Oct 2011 |
-8.89%
Oct 2020 - Sep 2023 |
11.88%
65 out of 547 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.80% |
+21.13%
Sep 1976 - Aug 1980 |
-0.41%
Feb 2012 - Jan 2016 |
0.37%
2 out of 535 |
US Inflation Adjusted | +4.93% |
+15.16%
Jul 1982 - Jun 1986 |
-4.64%
Nov 2019 - Oct 2023 |
9.16%
49 out of 535 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.80% |
+16.62%
Jan 1976 - Dec 1980 |
+1.23%
Feb 2012 - Jan 2017 |
0.00%
0 out of 523 |
US Inflation Adjusted | +5.00% |
+12.37%
Aug 1982 - Jul 1987 |
-2.46%
Nov 2017 - Oct 2022 |
5.35%
28 out of 523 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.20% |
+14.71%
Feb 1977 - Jan 1983 |
+1.39%
Nov 2012 - Oct 2018 |
0.00%
0 out of 511 |
US Inflation Adjusted | +4.92% |
+10.06%
Jul 1982 - Jun 1988 |
-2.06%
Nov 2017 - Oct 2023 |
4.50%
23 out of 511 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +9.35% |
+14.26%
Jun 1976 - May 1983 |
+1.86%
Nov 2011 - Oct 2018 |
0.00%
0 out of 499 |
US Inflation Adjusted | +5.25% |
+9.73%
Sep 2004 - Aug 2011 |
-1.60%
Oct 2016 - Sep 2023 |
2.40%
12 out of 499 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.77% |
+14.04%
Dec 1978 - Nov 1986 |
+2.36%
Nov 2014 - Oct 2022 |
0.00%
0 out of 487 |
US Inflation Adjusted | +5.17% |
+9.83%
May 2003 - Apr 2011 |
-0.50%
Nov 2014 - Oct 2022 |
2.05%
10 out of 487 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.78% |
+14.03%
Sep 1977 - Aug 1986 |
+2.41%
Nov 2013 - Oct 2022 |
0.00%
0 out of 475 |
US Inflation Adjusted | +5.26% |
+9.65%
Mar 2003 - Feb 2012 |
-0.44%
Nov 2014 - Oct 2023 |
1.47%
7 out of 475 |
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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 463 |
US Inflation Adjusted | +5.09% |
+9.19%
Dec 2001 - Nov 2011 |
-0.72%
Oct 2012 - Sep 2022 |
1.73%
8 out of 463 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.28% |
+13.46%
Sep 1976 - Aug 1987 |
+1.90%
Oct 2012 - Sep 2023 |
0.00%
0 out of 451 |
US Inflation Adjusted | +5.06% |
+9.04%
Aug 1982 - Jul 1993 |
-0.71%
Oct 2012 - Sep 2023 |
1.77%
8 out of 451 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.16% |
+12.38%
Feb 1982 - Jan 1994 |
+2.20%
Nov 2011 - Oct 2023 |
0.00%
0 out of 439 |
US Inflation Adjusted | +5.14% |
+8.46%
Jul 1982 - Jun 1994 |
-0.36%
Nov 2011 - Oct 2023 |
0.91%
4 out of 439 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.20% |
+12.32%
Sep 1976 - Aug 1989 |
+2.95%
Nov 2010 - Oct 2023 |
0.00%
0 out of 427 |
US Inflation Adjusted | +5.25% |
+8.21%
Jul 1982 - Jun 1995 |
+0.30%
Nov 2010 - Oct 2023 |
0.00%
0 out of 427 |
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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 415 |
US Inflation Adjusted | +5.35% |
+7.92%
Jul 1982 - Jun 1996 |
+1.32%
Oct 2009 - Sep 2023 |
0.00%
0 out of 415 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.42% |
+12.31%
Jan 1979 - Dec 1993 |
+4.14%
Nov 2007 - Oct 2022 |
0.00%
0 out of 403 |
US Inflation Adjusted | +5.57% |
+7.51%
Jul 1982 - Jun 1997 |
+1.72%
Nov 2007 - Oct 2022 |
0.00%
0 out of 403 |
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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 391 |
US Inflation Adjusted | +5.59% |
+6.94%
Jul 1982 - Jun 1998 |
+1.61%
Nov 2007 - Oct 2023 |
0.00%
0 out of 391 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.28% |
+12.54%
Sep 1976 - Aug 1993 |
+4.92%
Nov 2006 - Oct 2023 |
0.00%
0 out of 379 |
US Inflation Adjusted | +5.54% |
+6.61%
Nov 1990 - Oct 2007 |
+2.36%
Nov 2006 - Oct 2023 |
0.00%
0 out of 379 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.33% |
+12.20%
Jan 1976 - Dec 1993 |
+5.21%
May 2006 - Apr 2024 |
0.00%
0 out of 367 |
US Inflation Adjusted | +5.52% |
+6.51%
Jul 1982 - Jun 2000 |
+2.64%
May 2006 - Apr 2024 |
0.00%
0 out of 367 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.26% |
+11.77%
Sep 1976 - Aug 1995 |
+5.71%
Nov 2004 - Oct 2023 |
0.00%
0 out of 355 |
US Inflation Adjusted | +5.41% |
+6.41%
Dec 1990 - Nov 2009 |
+3.09%
Nov 2004 - Oct 2023 |
0.00%
0 out of 355 |
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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 343 |
US Inflation Adjusted | +5.33% |
+6.74%
Nov 1990 - Oct 2010 |
+3.27%
Nov 2003 - Oct 2023 |
0.00%
0 out of 343 |
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To obtain comprehensive information, please consult the Paul Boyer Portfolio: ETF allocation and returns page.