Holloway guided the Eagles through the Championship play-offs and then added 15 new faces to his squad over the summer, but their first seven games of the season have yielded only three points.
The Palace boss insists dealing with the burden of expectation in the top flight is a tough ask for all 20 managers, but something they all have to live with.
"It is an occupational hazard when you're in the Premier League," he said.
"Every manager worth his salt knows that. You still love your job enough to try to do it.
"Everybody likes to write about who is going to get the sack next and when you're down the bottom someone has got to be there.
"Arsene Wenger was there a few weeks ago and no one is talking about him anymore."
Holloway was an early favourite to be the first Premier League managerial casualty this season, and his future remains cloudy ahead of Monday night's visit of fellow strugglers Fulham to Selhurst Park.
But the 50-year-old is determined to become the first manager to keep Palace in the Premier League.
He said: "I'm in charge of Palace and I want to help us and make us better, this is our first attempt at it for a fair few years and every other Palace team has failed.
"We are trying to do something different from before, that is all I can do.
"What I have got to try and do is lead when things aren't going right and keep believing that I can put them right and keep encouraging people.
"That is what I am, a manager and a leader, and sometimes at this level you have to be totally realistic of the performance you gave and the team you were up against."
Watch Crystal Palace take on Fulham on Ford Monday Night Football, live coverage starts at 7pm on Sky Sports 1