Performance Investment Group – Returns Matrix

This table contains the annual returns for our 10 investment models dating back to 1928. The number in the top row represents the percentage of stocks in each portfolio. For example, "60" represents our Portfolio 60 and is comprised of 60% stocks and 40% bonds. The Annualized Return, Standard Deviation, and Growth of $1 (1928 to present) are listed at the bottom of the table. This table is an excellent tool for comparing the risk and return for different investment allocations.

0	100	90	80	70	60	50	40	30 (CCB)	20	10
1928	36.49	32.96	29.44	25.92	22.40	18.88	15.36	11.84	8.31	4.80
1929	-18.76	-16.42	-14.09	-11.76	-9.42	-7.09	-4.76	-2.42	-0.09	2.25
1930	-34.10	-30.31	-26.53	-22.74	-18.95	-15.16	-11.38	-7.59	-3.80	-0.01
1931	-50.61	-45.69	-40.77	-35.85	-30.93	-26.01	-21.09	-16.17	-11.25	-6.33
1932	-10.58	-9.11	-7.65	-6.18	-4.71	-3.25	-1.78	-0.32	1.15	2.61
1933	87.09	78.40	69.72	61.04	52.36	43.68	34.99	26.31	17.63	8.95
1934	0.10	0.47	0.84	1.21	1.58	1.95	2.32	2.68	3.05	3.42
1935	47.18	42.73	38.29	33.85	29.41	24.97	20.53	16.09	11.65	7.21
1936	46.47	41.90	37.34	32.77	28.21	23.64	19.08	14.51	9.95	5.38
1937	-42.59	-38.32	-34.05	-29.78	-25.50	-21.23	-16.96	-12.69	-8.41	-4.14
1938	30.41	27.60	24.78	21.97	19.16	16.35	13.54	10.73	7.92	5.11
1939	-3.08	-2.62	-2.17	-1.71	-1.26	-0.81	-0.35	0.10	0.56	1.01
1940	-7.48	-6.66	-5.85	-5.03	-4.22	-3.40	-2.59	-1.77	-0.96	-0.14
1941	-8.52	-7.72	-6.92	-6.12	-5.33	-4.53	-3.73	-2.93	-2.13	-1.33
1942	23.14	20.85	18.57	16.28	14.00	11.72	9.43	7.15	4.87	2.58
1943	42.44	38.27	34.11	29.94	25.77	21.61	17.44	13.27	9.11	4.94
1944	33.00	29.73	26.45	23.18	19.91	16.63	13.36	10.09	6.82	3.54
1945	49.35	44.47	39.58	34.69	29.80	24.91	20.02	15.13	10.24	5.35
1946	-9.51	-8.57	-7.63	-6.69	-5.75	-4.81	-3.87	-2.93	-1.99	-1.05
1947	3.39	3.04	2.69	2.34	2.00	1.65	1.30	0.95	0.61	0.26
1948	-0.90	-0.75	-0.61	-0.47	-0.32	-0.18	-0.04	0.11	0.25	0.39
1949	17.90	16.21	14.51	12.81	11.11	9.41	7.72	6.02	4.32	2.62
1950	41.14	37.04	32.94	28.84	24.75	20.65	16.55	12.45	8.36	4.26
1951	16.63	14.98	13.33	0.35	10.03	8.38	6.73	5.08	3.43	1.78
1952	12.97	11.76	10.54	9.33	8.11	6.90	5.96	4.48	3.27	2.05
1953	-4.92	-4.25	-3.59	-2.92	-2.26	-1.59	-0.93	-0.26	0.40	1.07
1954	57.84	52.16	46.47	40.78	35.10	29.41	23.73	18.04	12.35	6.67
1955	24.70	22.19	19.69	17.18	14.68	12.18	9.67	7.17	4.66	2.16
1956	5.81	5.25	4.69	4.13	3.58	3.02	2.46	1.90	1.34	0.78
1957	-15.27	-13.28	-11.28	-9.28	-7.29	-5.29	-3.29	-1.30	0.70	2.70
1958	54.00	48.53	43.06	37.59	32.13	26.66	21.19	15.72	10.25	4.78
1959	13.36	12.08	10.79	9.50	8.22	6.93	5.64	4.36	3.07	1.78
1960	-4.13	-3.07	-2.02	-0.97	0.09	1.14	2.19	3.25	4.30	5.36
1961	27.54	24.90	22.27	19.64	17.00	14.37	11.73	9.10	6.47	3.83
1962	-10.96	-9.53	-8.10	-6.67	-5.24	-3.81	-2.38	-0.94	0.49	1.92
1963	21.92	19.88	17.85	15.81	13.78	11.75	9.71	7.68	5.64	3.61
1964	17.99	16.52	15.04	13.57	12.09	10.62	9.14	7.67	6.19	4.72
1965	24.37	22.10	19.83	17.56	15.29	13.02	10.75	8.48	6.21	3.94
1966	-9.18	-7.79	-6.39	-4.99	-3.60	-2.20	-0.81	0.59	1.98	3.38
1967	46.89	42.42	37.95	33.48	29.01	24.54	20.07	15.60	11.13	6.66
1968	26.97	24.70	22.44	20.17	17.91	15.64	13.38	11.11	8.85	6.58
1969	-19.76	-17.55	-15.33	-13.12	-10.90	-8.69	-6.47	-4.26	-2.04	0.18
1970	-1.49	-0.06	1.38	2.81	4.24	5.68	7.11	8.54	9.98	11.41
1971	20.94	19.48	18.03	16.57	15.11	13.66	12.20	10.74	9.28	7.83
1972	20.02	18.41	16.79	15.18	13.56	11.95	10.34	8.72	7.11	5.49
1973	-19.96	-17.46	-14.97	-12.48	-9.99	-7.50	-5.01	-2.51	-0.02	2.47
1974	-25.14	-21.98	-18.83	-15.67	-12.52	-9.36	-6.21	-3.05	0.10	3.26
1975	45.69	41.80	37.91	34.03	30.14	26.25	22.36	18.48	14.59	10.70
1976	34.45	31.88	29.32	26.75	24.19	21.62	19.06	16.49	13.93	11.36
1977	14.41	13.21	12.01	10.80	9.60	8.40	7.20	5.99	4.79	3.59
1978	18.62	17.17	15.72	14.27	12.82	11.37	9.91	8.46	7.01	5.56
1979	22.16	20.54	18.91	17.29	15.67	14.05	12.42	10.80	9.18	7.56
1980	26.23	24.22	22.21	20.21	18.20	16.19	14.18	12.17	10.16	8.15
1981	5.52	6.08	6.65	7.22	7.78	8.35	8.92	9.48	10.05	10.62
1982	17.37	17.87	18.37	18.88	19.38	19.88	20.38	20.88	21.39	21.89
1983	30.80	28.45	26.11	23.77	21.43	19.09	16.75	14.41	12.07	9.72
1984	6.86	7.42	7.98	8.55	9.11	9.67	10.23	10.79	11.35	11.91
1985	36.61	34.55	32.48	30.42	28.36	26.29	24.23	22.17	20.10	18.04
1986	28.93	27.31	25.70	24.08	22.46	20.84	19.22	17.60	15.98	14.36
1987	10.18	9.91	9.64	9.37	9.11	8.84	8.57	8.30	8.03	7.76
1988	24.07	22.17	20.26	18.36	16.46	14.55	12.65	10.75	8.84	6.94
1989	22.09	20.67	19.25	17.83	16.42	15.00	13.58	12.16	10.75	9.33
1990	-16.09	-13.48	-10.87	-8.25	-5.64	-3.02	-0.41	2.21	4.82	7.44
1991	28.87	27.10	25.33	23.56	21.79	20.02	18.24	16.47	14.70	12.93
1992	6.39	6.30	6.21	6.13	6.04	5.96	5.87	5.78	5.70	5.61
1993	27.27	25.20	23.14	21.07	19.01	16.94	14.88	12.81	10.75	8.68
1994	0.81	0.54	0.27	0.01	-0.28	-0.55	-0.83	-1.10	-1.38	-1.65
1995	23.49	22.18	20.86	19.55	18.23	16.92	15.60	14.29	12.97	11.66
1996	16.98	15.91	14.83	13.76	12.69	11.61	10.54	9.47	8.39	7.32
1997	15.79	14.79	13.80	12.80	11.81	10.81	9.82	8.82	7.83	6.83
1998	7.20	7.05	6.90	6.74	6.59	6.44	6.29	6.14	5.99	5.84
1999	16.96	15.60	14.24	12.88	11.52	10.16	8.80	7.44	6.08	4.72
2000	0.44	0.98	1.52	2.06	2.60	3.15	3.69	4.23	4.77	5.31
2001	-1.40	-0.72	-0.04	0.64	1.32	2.00	2.68	3.36	4.04	4.72
2002	-12.48	-10.52	-8.57	-6.62	-4.67	-2.72	-0.76	1.19	3.14	5.09
2003	42.20	38.13	34.06	29.99	25.92	21.85	17.78	13.70	9.63	5.56
2004	20.88	18.89	16.91	14.92	12.93	10.95	8.96	6.97	4.99	3.00
2005	10.83	9.83	8.84	7.84	6.85	5.85	4.85	3.86	2.86	1.87
2006	22.27	20.40	18.54	16.67	14.80	12.94	11.07	9.21	7.34	5.48
2007	0.42	0.82	1.21	1.60	2.00	2.39	2.78	3.18	3.57	3.96
2008	-40.65	-36.16	-31.66	-27.16	-22.66	-18.17	-13.67	-9.17	-4.67	-0.18
2009	33.28	30.11	26.94	23.78	20.61	17.45	14.28	11.11	7.95	4.78
2010	19.94	18.18	16.42	14.67	12.91	11.15	9.39	7.64	5.88	4.12
2011	-5.91	-5.17	-4.43	-3.69	-2.94	-2.20	-1.46	-0.71	-0.03	0.77
2012	18.12	16.44	14.76	13.07	11.39	9.71	8.02	6.34	4.65	2.97
2013	29.29	26.28	23.27	20.26	17.25	14.24	11.23	8.22	5.21	2.20
2014	6.26	5.67	5.08	4.50	3.91	3.32	2.74	2.15	1.56	0.98
2015	-2.99	-2.70	-2.40	-2.10	-1.81	-1.51	-1.21	-0.92	-0.62	-0.33
2016	13.54	12.22	10.90	9.58	8.26	6.94	5.62	4.30	2.98	1.66
2017	18.38	16.57	14.76	12.95	11.14	9.34	7.53	5.72	3.91	2.10
2018	-12.33	-11.01	-9.70	-8.37	-7.06	-5.74	-4.42	-3.10	-1.78	-0.46
2019	23.26	21.15	19.04	16.93	14.82	12.71	10.60	8.50	6.39	4.28
2020	5.24	4.72	4.20	3.68	3.17	2.65	2.13	1.61	1.09	0.57
2021	25.76	23.03	20.31	17.58	14.85	12.12	9.39	6.67	3.94	1.21
2022	-13.22	-12.35	-11.48	-10.61	-9.74	-8.87	-8.00	-7.13	-6.25	-5.38

S&P 500	30 dayT-Bill	US CPI
43.61	3.23	-0.96
-8.41	4.74	0.21
-24.90	2.43	-6.03
-43.35	1.09	-9.52
-8.20	0.95	-10.30
53.97	0.30	0.51
-1.43	0.18	2.03
47.66	0.14	3.00
33.92	0.19	1.21
-35.02	0.29	3.10
31.14	-0.04	-2.78
-0.42	0.01	-0.48
-9.78	-0.02	0.96
-11.58	0.04	9.72
20.33	0.28	9.30
25.91	0.35	3.18
19.73	0.33	2.12
36.41	0.32	2.25
-8.07	0.36	18.16
5.70	0.50	9.01
5.51	0.81	2.71
18.79	1.12	-1.81
31.74	1.22	5.80
24.02	1.49	5.87
18.35	1.65	0.89
-0.98	1.83	0.64
52.62	0.86	-0.50
31.54	1.57	0.36
6.56	2.47	2.86
-10.79	3.15	3.02
43.37	1.53	1.77
11.98	2.97	1.51
0.46	2.67	1.48
26.89	2.12	0.67
-8.73	2.72	1.21
22.78	3.11	1.66
16.51	3.53	1.21
12.45	3.92	1.94
-10.05	4.75	3.35
23.99	4.20	3.04
11.08	5.22	4.72
-8.49	6.57	6.10
4.03	6.52	5.48
14.32	4.39	3.36
18.98	3.84	3.42
-14.67	6.93	8.78
-26.46	8.01	12.20
37.21	5.80	7.01
23.85	5.08	4.82
-7.18	5.13	6.77
6.57	7.20	9.03
18.42	10.38	13.32
32.41	11.26	12.41
-4.91	14.71	8.94
21.41	10.53	3.87
22.51	8.80	3.80
6.27	9.78	4.02
32.17	7.73	3.77
18.47	6.15	1.14
5.23	5.46	4.41
16.81	6.36	4.42
31.49	8.38	4.64
-3.10	7.82	6.10
30.47	5.60	3.07
7.62	3.50	3.03
10.07	2.90	2.75
1.32	3.91	2.67
37.58	5.60	2.67
22.96	5.20	3.33
33.36	5.25	1.70
28.58	4.85	1.60
21.04	4.69	2.68
-9.10	5.88	3.38
-11.89	3.85	1.55
-22.10	1.63	2.39
28.69	1.02	1.88
10.88	1.19	3.25
4.91	2.98	3.42
15.80	4.81	2.55
5.49	4.67	4.09
-37.00	1.69	0.09
26.46	0.10	2.72
15.06	0.11	1.50
2.11	0.04	3.22
16.00	0.07	2.18
32.39	0.05	1.50
13.69	0.03	0.76
1.38	0.04	0.73
11.96	0.20	2.07
21.83	0.80	2.11
-4.38	1.81	1.91
31.49	2.14	2.29
18.40	0.45	1.36
28.71	0.04	7.34
-18.11	1.43	6.45

Annualized	10.35%	9.91%	9.41%	8.73%	8.24%	7.58%	6.86%	6.09%	5.28%	4.41%
Std Dev	23.15	20.84	18.54	16.29	14.00	11.77	9.61	7.56	5.74	4.46
Growth of $1	$11,555	$7,904	$5,125	$2,839	$1,852	$1,033	$549	$276	$132	$60

9.85%	3.24%
19.81	3.11
$7,512	$21

3.04

3.95

$17

Reduced by 0.8% per year

9.03%	2.44%
19.81	3.11
$3,700	$10

Disclosures:

All Portfolio returns are net of all fees and include the reinvestment of dividends and capital gains. The returns include a deduction of 0.8% annual investment advisory fee which is the maximum fee Performance Investment Group charges. Your fee may be less depending on the amount you have invested.

The models are comprised of institutional index funds from Dimensional Fund Advisors and the returns reflect the market conditions of the time period for which the results are for. Past performance is no guarantee of future results.

Annualized returns, standard deviation, and growth of $1 are all calculated from 1928 to present which is all available data.