Pinwheel Portfolio: Rolling Returns

Data Source: from January 1976 to April 2024 (~48 years)
Consolidated Returns as of 30 April 2024

Holding the Pinwheel 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 51 months (from December 2004 to February 2009).

This means that every rolling period of 52 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Pinwheel 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

PINWHEEL PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 5.28% (updated at Apr 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.

PINWHEEL PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1976 - 30 April 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 +10.46% +45.76%
Jul 1982 - Jun 1983
-32.48%
Mar 2008 - Feb 2009
16.87%
96 out of 569
US Inflation Adjusted +6.46% +42.24%
Jul 1982 - Jun 1983
-32.49%
Mar 2008 - Feb 2009
24.25%
138 out of 569
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.58% +31.96%
Mar 2009 - Feb 2011
-16.44%
Mar 2007 - Feb 2009
7.90%
44 out of 557
US Inflation Adjusted +6.14% +29.20%
Mar 2009 - Feb 2011
-18.12%
Mar 2007 - Feb 2009
14.36%
80 out of 557
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.29% +25.84%
Aug 1984 - Jul 1987
-6.91%
Mar 2006 - Feb 2009
2.57%
14 out of 545
US Inflation Adjusted +5.99% +22.16%
Aug 1984 - Jul 1987
-8.90%
Mar 2006 - Feb 2009
11.01%
60 out of 545
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.48% +24.37%
Jul 1982 - Jun 1986
-1.44%
Mar 2005 - Feb 2009
0.19%
1 out of 533
US Inflation Adjusted +5.91% +20.69%
Jul 1982 - Jun 1986
-3.88%
Mar 2005 - Feb 2009
3.00%
16 out of 533
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.35% +23.34%
Aug 1982 - Jul 1987
+1.11%
Mar 2004 - Feb 2009
0.00%
0 out of 521
US Inflation Adjusted +5.67% +19.58%
Aug 1982 - Jul 1987
-1.49%
Mar 2004 - Feb 2009
1.92%
10 out of 521
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.34% +18.96%
Aug 1982 - Jul 1988
+2.82%
Apr 2014 - Mar 2020
0.00%
0 out of 509
US Inflation Adjusted +6.06% +15.16%
Aug 1982 - Jul 1988
-0.18%
Nov 2017 - Oct 2023
0.20%
1 out of 509
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.67% +18.57%
Aug 1982 - Jul 1989
+3.52%
Apr 2013 - Mar 2020
0.00%
0 out of 497
US Inflation Adjusted +6.31% +14.50%
Aug 1982 - Jul 1989
+1.18%
Oct 2016 - Sep 2023
0.00%
0 out of 497
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.31% +17.54%
Mar 1979 - Feb 1987
+3.99%
Oct 2007 - Sep 2015
0.00%
0 out of 485
US Inflation Adjusted +6.21% +12.87%
Aug 1982 - Jul 1990
+1.29%
Oct 2014 - Sep 2022
0.00%
0 out of 485
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.37% +17.90%
Mar 1978 - Feb 1987
+3.76%
Mar 2000 - Feb 2009
0.00%
0 out of 473
US Inflation Adjusted +6.38% +11.69%
Aug 1982 - Jul 1991
+1.21%
Mar 2000 - Feb 2009
0.00%
0 out of 473
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.33% +17.19%
Sep 1977 - Aug 1987
+4.46%
Nov 2013 - Oct 2023
0.00%
0 out of 461
US Inflation Adjusted +6.48% +11.72%
Aug 1982 - Jul 1992
+1.63%
Nov 2013 - Oct 2023
0.00%
0 out of 461
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.23% +16.90%
Sep 1976 - Aug 1987
+4.28%
Mar 1998 - Feb 2009
0.00%
0 out of 449
US Inflation Adjusted +6.45% +12.12%
Aug 1982 - Jul 1993
+1.73%
Mar 1998 - Feb 2009
0.00%
0 out of 449
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.08% +15.62%
Oct 1977 - Sep 1989
+4.50%
Apr 2008 - Mar 2020
0.00%
0 out of 437
US Inflation Adjusted +6.29% +11.27%
Aug 1982 - Jul 1994
+2.38%
Mar 1997 - Feb 2009
0.00%
0 out of 437
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.10% +15.42%
Oct 1976 - Sep 1989
+4.36%
Apr 2007 - Mar 2020
0.00%
0 out of 425
US Inflation Adjusted +6.34% +10.76%
Aug 1982 - Jul 1995
+2.53%
Apr 2007 - Mar 2020
0.00%
0 out of 425
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.89% +15.50%
Jan 1976 - Dec 1989
+4.98%
Apr 2006 - Mar 2020
0.00%
0 out of 413
US Inflation Adjusted +6.14% +10.50%
Jul 1982 - Jun 1996
+3.07%
Apr 2006 - Mar 2020
0.00%
0 out of 413
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.79% +14.67%
Nov 1978 - Oct 1993
+4.46%
Nov 2007 - Oct 2022
0.00%
0 out of 401
US Inflation Adjusted +6.05% +10.87%
Aug 1982 - Jul 1997
+2.03%
Nov 2007 - Oct 2022
0.00%
0 out of 401
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.86% +14.94%
Feb 1978 - Jan 1994
+4.47%
Nov 2007 - Oct 2023
0.00%
0 out of 389
US Inflation Adjusted +6.21% +10.18%
Jul 1982 - Jun 1998
+1.99%
Nov 2007 - Oct 2023
0.00%
0 out of 389
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.71% +14.70%
Nov 1976 - Oct 1993
+5.18%
Nov 2006 - Oct 2023
0.00%
0 out of 377
US Inflation Adjusted +5.99% +9.82%
Jul 1982 - Jun 1999
+2.61%
Nov 2006 - Oct 2023
0.00%
0 out of 377
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.95% +14.65%
Jan 1976 - Dec 1993
+5.79%
May 2006 - Apr 2024
0.00%
0 out of 365
US Inflation Adjusted +6.17% +9.62%
Aug 1982 - Jul 2000
+3.21%
May 2006 - Apr 2024
0.00%
0 out of 365
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.04% +13.69%
Mar 1978 - Feb 1997
+6.37%
Nov 2004 - Oct 2023
0.00%
0 out of 353
US Inflation Adjusted +6.32% +8.88%
Jul 1982 - Jun 2001
+3.73%
Nov 2004 - Oct 2023
0.00%
0 out of 353
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)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.86% +13.74%
Jan 1976 - Dec 1995
+6.36%
Apr 2000 - Mar 2020
0.00%
0 out of 341
US Inflation Adjusted +6.23% +8.50%
Jul 1982 - Jun 2002
+4.08%
Nov 2003 - Oct 2023
0.00%
0 out of 341
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 Pinwheel Portfolio: ETF allocation and returns page.