Davide Pisicchio Pepperoni Portfolio: Rolling Returns

Simulation Settings
Period: January 1994 - June 2025 (~32 years)
Initial Amount: 1€
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
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When holding the Davide Pisicchio Pepperoni Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~32 years), the longest duration with a negative return was 132 months (from September 2000 to August 2011).

This indicates that, within the same timeframe, any rolling period of 133 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

DAVIDE PISICCHIO PEPPERONI PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1994 - 30 June 2025 (~32 years)
30 Years
(1995/07 - 2025/06)
All Data
(1994/01 - 2025/06)

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As of Jun 30, 2025, the annualized return of the previous 10 years has been 8.61%.

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.

DAVIDE PISICCHIO PEPPERONI PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1994 - 30 June 2025 (~32 years)
30 Years
(1995/07 - 2025/06)
All Data
(1994/01 - 2025/06)
Eurozone Inflation Adjusted:

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Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

DAVIDE PISICCHIO PEPPERONI PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1994 - 30 June 2025 (~32 years)
Over Time
Histogram
Eurozone Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-21.21%
Oct 2000 - Sep 2001
+9.89% +52.04%
Aug 1996 - Jul 1997
18.80%
69 out of 367
-22.89%
Oct 2000 - Sep 2001
+8.28% +49.81%
Aug 1996 - Jul 1997
24.25%
89 out of 367
-16.22%
Oct 2000 - Sep 2002
+9.13% +36.44%
Sep 1998 - Aug 2000
15.21%
54 out of 355
-17.99%
Oct 2000 - Sep 2002
+7.29% +34.32%
Sep 1998 - Aug 2000
20.85%
74 out of 355
-11.14%
Apr 2000 - Mar 2003
+8.83% +30.60%
Apr 1997 - Mar 2000
15.45%
53 out of 343
-13.19%
Apr 2000 - Mar 2003
+6.95% +28.88%
Apr 1997 - Mar 2000
17.78%
61 out of 343
-6.41%
Sep 2000 - Aug 2004
+9.09% +28.69%
Sep 1996 - Aug 2000
10.88%
36 out of 331
-8.43%
Sep 2000 - Aug 2004
+6.24% +26.79%
Sep 1996 - Aug 2000
19.03%
63 out of 331
-3.91%
Apr 2000 - Mar 2005
+8.97% +27.50%
Apr 1995 - Mar 2000
6.58%
21 out of 319
-5.97%
Apr 2000 - Mar 2005
+6.29% +25.49%
Apr 1995 - Mar 2000
14.73%
47 out of 319
-2.46%
Sep 2000 - Aug 2006
+8.88% +23.44%
Nov 1994 - Oct 2000
3.26%
10 out of 307
-4.58%
Sep 2000 - Aug 2006
+5.95% +21.30%
Nov 1994 - Oct 2000
14.33%
44 out of 307
-2.07%
Mar 2002 - Feb 2009
+8.60% +18.28%
Jul 1994 - Jun 2001
6.44%
19 out of 295
-4.08%
Mar 2002 - Feb 2009
+5.93% +16.03%
Jul 1994 - Jun 2001
11.19%
33 out of 295
-2.52%
Nov 2000 - Oct 2008
+8.61% +14.63%
Apr 1994 - Mar 2002
6.71%
19 out of 283
-4.74%
Nov 2000 - Oct 2008
+6.27% +12.85%
Mar 2009 - Feb 2017
10.25%
29 out of 283
-2.84%
Apr 2000 - Mar 2009
+8.55% +12.78%
Mar 2009 - Feb 2018
4.80%
13 out of 271
-4.87%
Apr 2000 - Mar 2009
+6.46% +11.39%
Mar 2009 - Feb 2018
10.70%
29 out of 271
-0.31%
Sep 2000 - Aug 2010
+8.42% +12.75%
Sep 2011 - Aug 2021
0.39%
1 out of 259
-2.29%
Sep 2000 - Aug 2010
+6.69% +11.40%
Sep 2011 - Aug 2021
11.58%
30 out of 259
-0.03%
Sep 2000 - Aug 2011
+8.22% +12.02%
Mar 2009 - Feb 2020
0.40%
1 out of 247
-2.06%
Sep 2000 - Aug 2011
+6.48% +10.64%
Mar 2009 - Feb 2020
5.67%
14 out of 247
+1.73%
Sep 2000 - Aug 2012
+8.00% +12.52%
Apr 2009 - Mar 2021
0.00%
0 out of 235
-0.44%
Apr 2000 - Mar 2012
+6.26% +11.11%
Apr 2009 - Mar 2021
2.98%
7 out of 235
+2.16%
Sep 2000 - Aug 2013
+7.75% +12.60%
Jan 2009 - Dec 2021
0.00%
0 out of 223
+0.10%
Sep 2000 - Aug 2013
+6.07% +11.00%
Jan 2009 - Dec 2021
0.00%
0 out of 223
+2.96%
Apr 2000 - Mar 2014
+7.59% +11.04%
Mar 2009 - Feb 2023
0.00%
0 out of 211
+0.92%
Apr 2000 - Mar 2014
+5.78% +8.81%
Mar 2009 - Feb 2023
0.00%
0 out of 211
+3.82%
Sep 2000 - Aug 2015
+7.55% +11.56%
Mar 2009 - Feb 2024
0.00%
0 out of 199
+1.97%
Sep 2000 - Aug 2015
+5.68% +9.28%
Mar 2009 - Feb 2024
0.00%
0 out of 199
+4.07%
Apr 2000 - Mar 2016
+7.69% +11.81%
Mar 2009 - Feb 2025
0.00%
0 out of 187
+2.27%
Apr 2000 - Mar 2016
+5.78% +9.50%
Mar 2009 - Feb 2025
0.00%
0 out of 187
+4.20%
Sep 2000 - Aug 2017
+7.69% +9.97%
Jul 2008 - Jun 2025
0.00%
0 out of 175
+2.45%
Sep 2000 - Aug 2017
+5.71% +7.84%
Jul 2008 - Jun 2025
0.00%
0 out of 175
+4.35%
Apr 2000 - Mar 2018
+7.93% +9.03%
Dec 2006 - Nov 2024
0.00%
0 out of 163
+2.58%
Apr 2000 - Mar 2018
+5.89% +7.17%
Jan 2004 - Dec 2021
0.00%
0 out of 163
+4.68%
Jan 2000 - Dec 2018
+7.87% +9.04%
Aug 1996 - Jul 2015
0.00%
0 out of 151
+2.89%
Jan 2000 - Dec 2018
+5.78% +7.17%
Aug 1996 - Jul 2015
0.00%
0 out of 151
+4.68%
Apr 2000 - Mar 2020
+7.84% +9.86%
Apr 1995 - Mar 2015
0.00%
0 out of 139
+2.97%
Apr 2000 - Mar 2020
+5.72% +7.91%
Apr 1995 - Mar 2015
0.00%
0 out of 139
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