Harry Browne Permanent vs Betterment Robo Advisor 50 Portfolio Comparison

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Harry Browne Permanent Portfolio
1.00$
Initial Capital
October 1994
7.43$
Final Capital
September 2024
6.92%
Yearly Return
6.63
Std Deviation
-15.92%
Max Drawdown
27 months
Recovery Period
Betterment Robo Advisor 50 Portfolio
1.00$
Initial Capital
October 1994
8.98$
Final Capital
September 2024
7.59%
Yearly Return
9.27
Std Deviation
-30.72%
Max Drawdown
30 months
Recovery Period
Harry Browne Permanent Portfolio
1.00$
Initial Capital
January 1985
17.28$
Final Capital
September 2024
7.43%
Yearly Return
6.39
Std Deviation
-15.92%
Max Drawdown
27 months
Recovery Period
Betterment Robo Advisor 50 Portfolio
1.00$
Initial Capital
January 1985
34.05$
Final Capital
September 2024
9.28%
Yearly Return
9.47
Std Deviation
-30.72%
Max Drawdown
30 months
Recovery Period

The Harry Browne Permanent Portfolio obtained a 6.92% compound annual return, with a 6.63% standard deviation, in the last 30 Years.

The Betterment Robo Advisor 50 Portfolio obtained a 7.59% compound annual return, with a 9.27% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Permanent Portfolio
Harry Browne 		13.39 2.48 9.25 24.07 6.41 6.01 6.92 7.43
Robo Advisor 50
Betterment 		10.61 1.88 6.97 20.60 5.56 5.53 7.59 9.28
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Harry Browne Permanent Portfolio: an investment of 1$, since October 1994, now would be worth 7.43$, with a total return of 643.46% (6.92% annualized).

Betterment Robo Advisor 50 Portfolio: an investment of 1$, since October 1994, now would be worth 8.98$, with a total return of 798.17% (7.59% annualized).


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Harry Browne Permanent Portfolio: an investment of 1$, since January 1985, now would be worth 17.28$, with a total return of 1628.06% (7.43% annualized).

Betterment Robo Advisor 50 Portfolio: an investment of 1$, since January 1985, now would be worth 34.05$, with a total return of 3305.40% (9.28% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Permanent Portfolio Robo Advisor 50
Author Harry Browne Betterment
ASSET ALLOCATION
Stocks 25% 49.9%
Fixed Income 50% 50.1%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 24.07 20.60
Infl. Adjusted Return (%) 21.15 17.76
DRAWDOWN
Deepest Drawdown Depth (%) -1.77 -2.71
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -0.01 -2.71
Start to Recovery (months) 2 3
Longest Negative Period (months) 1 2
RISK INDICATORS
Standard Deviation (%) 6.60 8.53
Sharpe Ratio 2.83 1.79
Sortino Ratio 3.91 2.48
Ulcer Index 0.51 0.95
Ratio: Return / Standard Deviation 3.65 2.42
Ratio: Return / Deepest Drawdown 13.62 7.61
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Permanent Portfolio Robo Advisor 50
Author Harry Browne Betterment
ASSET ALLOCATION
Stocks 25% 49.9%
Fixed Income 50% 50.1%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 6.41 5.56
Infl. Adjusted Return (%) 2.14 1.32
DRAWDOWN
Deepest Drawdown Depth (%) -15.92 -20.25
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -15.92 -20.25
Start to Recovery (months) 27 31
Longest Negative Period (months) 40 36
RISK INDICATORS
Standard Deviation (%) 8.58 11.35
Sharpe Ratio 0.49 0.30
Sortino Ratio 0.69 0.39
Ulcer Index 5.90 7.66
Ratio: Return / Standard Deviation 0.75 0.49
Ratio: Return / Deepest Drawdown 0.40 0.27
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Permanent Portfolio Robo Advisor 50
Author Harry Browne Betterment
ASSET ALLOCATION
Stocks 25% 49.9%
Fixed Income 50% 50.1%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 6.01 5.53
Infl. Adjusted Return (%) 3.07 2.60
DRAWDOWN
Deepest Drawdown Depth (%) -15.92 -20.25
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -15.92 -20.25
Start to Recovery (months) 27 31
Longest Negative Period (months) 40 39
RISK INDICATORS
Standard Deviation (%) 7.31 9.18
Sharpe Ratio 0.62 0.44
Sortino Ratio 0.89 0.58
Ulcer Index 4.69 5.75
Ratio: Return / Standard Deviation 0.82 0.60
Ratio: Return / Deepest Drawdown 0.38 0.27
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Permanent Portfolio Robo Advisor 50
Author Harry Browne Betterment
ASSET ALLOCATION
Stocks 25% 49.9%
Fixed Income 50% 50.1%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 6.92 7.59
Infl. Adjusted Return (%) 4.29 4.95
DRAWDOWN
Deepest Drawdown Depth (%) -15.92 -30.72
Start to Recovery (months) 27 30
Longest Drawdown Depth (%) -15.92 -20.25
Start to Recovery (months) 27 31
Longest Negative Period (months) 40 51
RISK INDICATORS
Standard Deviation (%) 6.63 9.27
Sharpe Ratio 0.70 0.57
Sortino Ratio 0.97 0.74
Ulcer Index 3.20 5.69
Ratio: Return / Standard Deviation 1.04 0.82
Ratio: Return / Deepest Drawdown 0.43 0.25
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Permanent Portfolio Robo Advisor 50
Author Harry Browne Betterment
ASSET ALLOCATION
Stocks 25% 49.9%
Fixed Income 50% 50.1%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 7.43 9.28
Infl. Adjusted Return (%) 4.52 6.32
DRAWDOWN
Deepest Drawdown Depth (%) -15.92 -30.72
Start to Recovery (months) 27 30
Longest Drawdown Depth (%) -15.92 -20.25
Start to Recovery (months) 27 31
Longest Negative Period (months) 40 51
RISK INDICATORS
Standard Deviation (%) 6.39 9.47
Sharpe Ratio 0.67 0.65
Sortino Ratio 0.94 0.85
Ulcer Index 2.89 5.28
Ratio: Return / Standard Deviation 1.16 0.98
Ratio: Return / Deepest Drawdown 0.47 0.30
Metrics calculated over the period 1 January 1985 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)

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Permanent Portfolio Robo Advisor 50
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.72 30 Nov 2007
Apr 2010
-20.25 31 Jan 2022
Jul 2024
-15.92 27 Jan 2022
Mar 2024
-13.31 8 Jan 2020
Aug 2020
-12.79 8 May 1998
Dec 1998
-12.63 18 Mar 2008
Aug 2009
-10.86 13 May 2002
May 2003
-9.49 10 May 2011
Feb 2012
-8.54 14 Feb 2001
Mar 2002
-7.45 15 Feb 2018
Apr 2019
-7.06 15 May 2015
Jul 2016
-6.98 13 Aug 2016
Aug 2017
-6.86 17 Oct 2012
Feb 2014
-6.73 15 Feb 2015
Apr 2016
-5.51 5 May 2010
Sep 2010

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Permanent Portfolio Robo Advisor 50
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.72 30 Nov 2007
Apr 2010
-20.25 31 Jan 2022
Jul 2024
-15.92 27 Jan 2022
Mar 2024
-14.26 14 Sep 1987
Oct 1988
-13.31 8 Jan 2020
Aug 2020
-12.79 8 May 1998
Dec 1998
-12.63 18 Mar 2008
Aug 2009
-11.61 7 Aug 1990
Feb 1991
-10.86 13 May 2002
May 2003
-9.49 10 May 2011
Feb 2012
-8.54 14 Feb 2001
Mar 2002
-7.55 7 Jan 1990
Jul 1990
-7.45 15 Feb 2018
Apr 2019
-7.31 16 Feb 1994
May 1995
-7.06 15 May 2015
Jul 2016

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 September 2024 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Permanent Portfolio Robo Advisor 50
Year Return Drawdown Return Drawdown
2024
 13.39% -1.77% 10.61% -2.71%
2023
 11.55% -5.68% 12.46% -7.30%
2022
 -12.53% -15.92% -14.79% -20.25%
2021
 4.21% -4.43% 7.95% -2.64%
2020
 16.10% -3.30% 9.50% -13.31%
2019
 16.17% -1.10% 17.41% -2.78%
2018
 -1.76% -4.25% -5.36% -7.45%
2017
 10.97% -0.83% 14.19% 0.00%
2016
 5.54% -6.98% 8.00% -2.25%
2015
 -3.06% -6.73% -1.55% -6.85%
2014
 9.40% -2.62% 5.47% -2.43%
2013
 -2.08% -6.04% 10.19% -3.88%
2012
 6.41% -1.83% 13.19% -4.36%
2011
 11.11% -1.85% 1.17% -9.49%
2010
 13.92% -0.53% 11.61% -5.51%
2009
 7.85% -6.22% 23.06% -11.58%
2008
 0.87% -12.63% -19.44% -24.47%
2007
 12.69% -1.20% 8.19% -2.74%
2006
 10.94% -2.12% 13.22% -2.76%
2005
 8.91% -1.25% 9.54% -2.36%
2004
 6.83% -4.20% 12.75% -3.66%
2003
 13.32% -2.34% 24.96% -1.03%
2002
 5.85% -4.02% -2.56% -10.86%
2001
 -0.52% -4.13% 1.49% -8.54%
2000
 2.40% -3.23% 1.53% -4.79%
1999
 5.17% -3.54% 17.87% -2.47%
1998
 10.09% -5.34% 8.83% -12.79%
1997
 7.19% -2.33% 10.06% -3.98%
1996
 5.08% -2.02% 13.19% -1.81%
1995
 18.11% 0.00% 20.93% -0.56%
1994
 -1.37% -3.63% -3.66% -7.31%
1993
 12.00% -0.99% 24.85% -2.42%
1992
 3.57% -1.77% 5.53% -2.73%
1991
 11.72% -0.88% 30.42% -3.25%
1990
 1.11% -4.53% -2.59% -11.61%
1989
 12.90% -1.18% 24.37% -1.05%
1988
 4.39% -1.50% 16.22% -2.20%
1987
 7.42% -5.78% 0.64% -14.26%
1986
 17.64% -1.28% 21.70% -4.04%
1985
 20.47% -2.05% 30.70% -1.22%