Simplified Permanent Portfolio: Rolling Returns

Data Source: from January 1871 to March 2024 (~153 years)
Consolidated Returns as of 31 March 2024

Holding the Simplified Permanent 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 Simplified Permanent 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

SIMPLIFIED PERMANENT PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 5.12% (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.

SIMPLIFIED PERMANENT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.23% +48.12%
Jul 1932 - Jun 1933 		-21.03%
Jul 1931 - Jun 1932 		17.51%
320 out of 1828
US Inflation Adjusted +3.86% +58.61%
Jul 1932 - Jun 1933 		-22.64%
Oct 1980 - Sep 1981 		30.47%
557 out of 1828
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 +5.44% +29.39%
Jul 1978 - Jun 1980 		-14.88%
Jun 1930 - May 1932 		9.42%
171 out of 1816
US Inflation Adjusted +3.80% +25.26%
Jun 1932 - May 1934 		-15.92%
Dec 1916 - Nov 1918 		22.25%
404 out of 1816
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 +5.33% +22.17%
Jul 1970 - Jun 1973 		-9.97%
Jul 1929 - Jun 1932 		3.94%
71 out of 1804
US Inflation Adjusted +3.67% +17.08%
Jul 1932 - Jun 1935 		-13.46%
Feb 1917 - Jan 1920 		16.41%
296 out of 1804
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 +5.15% +19.60%
Jul 1982 - Jun 1986 		-5.41%
Jun 1928 - May 1932 		2.06%
37 out of 1792
US Inflation Adjusted +3.90% +16.30%
Jun 1932 - May 1936 		-13.91%
Jul 1916 - Jun 1920 		13.90%
249 out of 1792
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 +5.23% +18.07%
Apr 1982 - Mar 1987 		-2.38%
Jun 1927 - May 1932 		0.62%
11 out of 1780
US Inflation Adjusted +3.78% +14.40%
Jul 1982 - Jun 1987 		-11.23%
Jul 1915 - Jun 1920 		13.37%
238 out of 1780
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 +5.24% +16.13%
Oct 1974 - Sep 1980 		-0.50%
Jul 1926 - Jun 1932 		0.11%
2 out of 1768
US Inflation Adjusted +3.92% +11.34%
Jul 1982 - Jun 1988 		-9.44%
Jul 1914 - Jun 1920 		13.52%
239 out of 1768
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 +5.17% +15.09%
Feb 1973 - Jan 1980 		+0.56%
Jul 1925 - Jun 1932 		0.00%
0 out of 1756
US Inflation Adjusted +4.04% +10.67%
Aug 1920 - Jul 1927 		-8.12%
Jun 1913 - May 1920 		12.41%
218 out of 1756
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 +5.11% +15.04%
Feb 1972 - Jan 1980 		+1.03%
Nov 1906 - Oct 1914 		0.00%
0 out of 1744
US Inflation Adjusted +3.92% +10.49%
Jul 1920 - Jun 1928 		-7.33%
Jul 1912 - Jun 1920 		12.96%
226 out of 1744
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 +5.11% +15.24%
Jul 1971 - Jun 1980 		+1.09%
Nov 1905 - Oct 1914 		0.00%
0 out of 1732
US Inflation Adjusted +3.98% +10.59%
Aug 1920 - Jul 1929 		-7.28%
Jul 1911 - Jun 1920 		12.64%
219 out of 1732
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 +5.10% +15.78%
Jul 1970 - Jun 1980 		+1.46%
Sep 1886 - Aug 1896 		0.00%
0 out of 1720
US Inflation Adjusted +3.96% +9.54%
Jun 1920 - May 1930 		-5.19%
Dec 1910 - Nov 1920 		11.80%
203 out of 1720
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 +5.08% +13.95%
Jan 1970 - Dec 1980 		+1.68%
Jan 1907 - Dec 1917 		0.00%
0 out of 1708
US Inflation Adjusted +4.08% +9.02%
Jul 1920 - Jun 1931 		-5.06%
Jul 1909 - Jun 1920 		11.53%
197 out of 1708
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 +5.11% +13.49%
Oct 1974 - Sep 1986 		+1.63%
Nov 1902 - Oct 1914 		0.00%
0 out of 1696
US Inflation Adjusted +4.05% +9.60%
Jul 1921 - Jun 1933 		-4.63%
Jul 1908 - Jun 1920 		11.26%
191 out of 1696
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 +5.00% +13.89%
Jun 1970 - May 1983 		+1.83%
Nov 1901 - Oct 1914 		0.00%
0 out of 1684
US Inflation Adjusted +3.92% +10.34%
Jul 1920 - Jun 1933 		-3.83%
Aug 1907 - Jul 1920 		10.75%
181 out of 1684
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 +4.99% +13.03%
Apr 1972 - Mar 1986 		+1.93%
Sep 1882 - Aug 1896 		0.00%
0 out of 1672
US Inflation Adjusted +3.83% +9.43%
Jul 1920 - Jun 1934 		-4.30%
Aug 1906 - Jul 1920 		9.27%
155 out of 1672
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 +4.97% +13.37%
Sep 1971 - Aug 1986 		+2.01%
Jan 1906 - Dec 1920 		0.00%
0 out of 1660
US Inflation Adjusted +3.74% +9.15%
Aug 1920 - Jul 1935 		-3.95%
Aug 1905 - Jul 1920 		8.73%
145 out of 1660
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 +4.97% +13.70%
Sep 1970 - Aug 1986 		+2.03%
Sep 1905 - Aug 1921 		0.00%
0 out of 1648
US Inflation Adjusted +3.60% +9.32%
Aug 1920 - Jul 1936 		-3.22%
Aug 1904 - Jul 1920 		7.65%
126 out of 1648
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 +4.94% +13.58%
Jul 1970 - Jun 1987 		+2.14%
May 1901 - Apr 1918 		0.00%
0 out of 1636
US Inflation Adjusted +3.64% +8.77%
Aug 1920 - Jul 1937 		-2.99%
Jun 1903 - May 1920 		7.27%
119 out of 1636
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 +4.93% +12.85%
Jul 1970 - Jun 1988 		+2.22%
Jun 1902 - May 1920 		0.00%
0 out of 1624
US Inflation Adjusted +3.58% +8.27%
Aug 1920 - Jul 1938 		-2.95%
Jun 1902 - May 1920 		6.22%
101 out of 1624
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 +4.96% +12.61%
Aug 1970 - Jul 1989 		+2.20%
Jul 1901 - Jun 1920 		0.00%
0 out of 1612
US Inflation Adjusted +3.50% +8.15%
Aug 1920 - Jul 1939 		-3.16%
Jul 1901 - Jun 1920 		6.45%
104 out of 1612
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 +5.03% +12.21%
Jun 1970 - May 1990 		+2.12%
Jul 1901 - Jun 1921 		0.00%
0 out of 1600
US Inflation Adjusted +3.59% +7.58%
Aug 1920 - Jul 1940 		-2.19%
Jul 1900 - Jun 1920 		6.88%
110 out of 1600
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 Simplified Permanent Portfolio: ETF allocation and returns page.