Without knowing anything about your home and what kind of subdivision you live in, then it would be really hard to answer this question. Most agents just come right out and say that it will not add value and that's usually correct if you are in a price point that won't support it's use. For example, if you are in the median price point, then it may not turn out to be an investment.
However, if you are in a higher end neighborhood and most homes have pools already, then it may not produce to you an appreciated value, but it may raise the value of your home in general because you are now similar to others in your area.
Pool = Maintenance costs, higher insurance, liabilities and security concerns to the average money conscience consumer.