The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk’s displacement. It is shown that the interplay of step length and turning angle distributions and self-propulsion produces various signs of anomalous diffusion at short time scales and asymptotically a normal diffusion behavior with a broad range of diffusion coefficients. The crossover from the anomalous short-time behavior to the asymptotic diffusion regime is studied and the parameter dependencies of the crossover time are discussed. Higher moments of the displacement distribution are calculated and analytical expressions for the time evolution of the skewness and the kurtosis of the distribution are presented.