Davide Pisicchio PISI Portfolio: Rolling Returns

Data Source: from January 1871 to April 2024 (~153 years)
Consolidated Returns as of 30 April 2024

Holding the Davide Pisicchio PISI Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 80 months (from November 1925 to June 1932).

This means that every rolling period of 81 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Davide Pisicchio PISI 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

DAVIDE PISICCHIO PISI PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 4.81% (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.

DAVIDE PISICCHIO PISI PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.18% +46.41%
Jul 1932 - Jun 1933 		-24.76%
Jul 1931 - Jun 1932 		17.00%
311 out of 1829
US Inflation Adjusted +4.15% +56.79%
Jul 1932 - Jun 1933 		-22.33%
Nov 2021 - Oct 2022 		28.98%
530 out of 1829
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 +6.14% +29.64%
Jul 1984 - Jun 1986 		-17.57%
Jun 1930 - May 1932 		9.14%
166 out of 1817
US Inflation Adjusted +4.33% +26.22%
Jul 1984 - Jun 1986 		-15.93%
Dec 1916 - Nov 1918 		21.19%
385 out of 1817
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 +5.95% +22.36%
Jul 1984 - Jun 1987 		-11.80%
Jul 1929 - Jun 1932 		3.82%
69 out of 1805
US Inflation Adjusted +4.24% +18.73%
Jul 1984 - Jun 1987 		-13.14%
Feb 1917 - Jan 1920 		16.34%
295 out of 1805
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 +5.97% +23.05%
Jul 1982 - Jun 1986 		-6.49%
Jun 1928 - May 1932 		1.73%
31 out of 1793
US Inflation Adjusted +4.27% +19.41%
Jul 1982 - Jun 1986 		-13.70%
Jul 1916 - Jun 1920 		14.00%
251 out of 1793
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 +6.03% +20.43%
Apr 1982 - Mar 1987 		-2.93%
Jun 1927 - May 1932 		0.90%
16 out of 1781
US Inflation Adjusted +4.25% +16.41%
Apr 1982 - Mar 1987 		-10.81%
Jul 1915 - Jun 1920 		13.14%
234 out of 1781
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 +6.06% +17.88%
Oct 1981 - Sep 1987 		-0.69%
Jul 1926 - Jun 1932 		0.11%
2 out of 1769
US Inflation Adjusted +4.47% +13.85%
Oct 1981 - Sep 1987 		-8.98%
Jul 1914 - Jun 1920 		13.11%
232 out of 1769
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 +6.01% +16.54%
Apr 1980 - Mar 1987 		+0.57%
Jul 1925 - Jun 1932 		0.00%
0 out of 1757
US Inflation Adjusted +4.43% +12.29%
Aug 1982 - Jul 1989 		-7.65%
Jun 1913 - May 1920 		11.27%
198 out of 1757
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 +5.95% +15.61%
Oct 1981 - Sep 1989 		+1.30%
Sep 1888 - Aug 1896 		0.00%
0 out of 1745
US Inflation Adjusted +4.30% +12.11%
Jan 1921 - Dec 1928 		-6.91%
Aug 1912 - Jul 1920 		11.06%
193 out of 1745
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 +5.88% +14.76%
Mar 1978 - Feb 1987 		+1.45%
Nov 1905 - Oct 1914 		0.00%
0 out of 1733
US Inflation Adjusted +4.41% +12.22%
Sep 1920 - Aug 1929 		-6.86%
Jul 1911 - Jun 1920 		10.04%
174 out of 1733
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 +5.89% +14.29%
Oct 1981 - Sep 1991 		+1.76%
Sep 1886 - Aug 1896 		0.00%
0 out of 1721
US Inflation Adjusted +4.52% +10.96%
Jun 1920 - May 1930 		-4.72%
Dec 1910 - Nov 1920 		9.01%
155 out of 1721
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 +5.88% +14.33%
Jul 1982 - Jun 1993 		+2.06%
Sep 1882 - Aug 1893 		0.00%
0 out of 1709
US Inflation Adjusted +4.45% +10.27%
Jul 1982 - Jun 1993 		-4.62%
Aug 1909 - Jul 1920 		8.54%
146 out of 1709
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 +5.89% +14.06%
Oct 1981 - Sep 1993 		+2.08%
Nov 1902 - Oct 1914 		0.00%
0 out of 1697
US Inflation Adjusted +4.47% +10.08%
Jul 1921 - Jun 1933 		-4.08%
Aug 1908 - Jul 1920 		7.96%
135 out of 1697
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 +5.84% +13.18%
Sep 1974 - Aug 1987 		+2.31%
Nov 1901 - Oct 1914 		0.00%
0 out of 1685
US Inflation Adjusted +4.41% +10.80%
Jul 1920 - Jun 1933 		-3.29%
Aug 1907 - Jul 1920 		7.60%
128 out of 1685
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 +5.82% +13.08%
Oct 1981 - Sep 1995 		+2.28%
Sep 1882 - Aug 1896 		0.00%
0 out of 1673
US Inflation Adjusted +4.21% +9.78%
Jul 1920 - Jun 1934 		-3.79%
Aug 1906 - Jul 1920 		6.16%
103 out of 1673
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 +5.81% +12.93%
Aug 1982 - Jul 1997 		+2.45%
Sep 1881 - Aug 1896 		0.00%
0 out of 1661
US Inflation Adjusted +4.15% +9.58%
Aug 1920 - Jul 1935 		-3.47%
Aug 1905 - Jul 1920 		5.42%
90 out of 1661
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 +5.78% +13.04%
Jul 1982 - Jun 1998 		+2.51%
Sep 1905 - Aug 1921 		0.00%
0 out of 1649
US Inflation Adjusted +4.02% +9.89%
Aug 1920 - Jul 1936 		-2.65%
Aug 1904 - Jul 1920 		4.91%
81 out of 1649
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 +5.75% +12.80%
Oct 1981 - Sep 1998 		+2.66%
May 1901 - Apr 1918 		0.00%
0 out of 1637
US Inflation Adjusted +3.86% +9.36%
Aug 1920 - Jul 1937 		-2.45%
Jun 1903 - May 1920 		4.83%
79 out of 1637
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 +5.75% +12.37%
Apr 1982 - Mar 2000 		+2.74%
Jun 1902 - May 1920 		0.00%
0 out of 1625
US Inflation Adjusted +3.82% +8.78%
Aug 1920 - Jul 1938 		-2.45%
Jun 1902 - May 1920 		4.49%
73 out of 1625
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 +5.68% +12.27%
Oct 1974 - Sep 1993 		+2.71%
Jul 1901 - Jun 1920 		0.00%
0 out of 1613
US Inflation Adjusted +3.77% +8.68%
Aug 1920 - Jul 1939 		-2.67%
Jul 1901 - Jun 1920 		4.46%
72 out of 1613
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 +5.74% +12.07%
Jan 1979 - Dec 1998 		+2.61%
Jul 1901 - Jun 1921 		0.00%
0 out of 1601
US Inflation Adjusted +3.73% +8.07%
Aug 1920 - Jul 1940 		-1.66%
Jul 1901 - Jun 1921 		3.19%
51 out of 1601
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 Davide Pisicchio PISI Portfolio: ETF allocation and returns page.