Harry Browne Permanent vs Scott Burns Couch Potato Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Harry Browne Permanent Portfolio
1.00$
Initial Capital
December 1994
7.61$
Final Capital
November 2024
7.00%
Yearly Return
6.63
Std Deviation
-15.92%
Max Drawdown
27months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
December 1994
11.97$
Final Capital
November 2024
8.63%
Yearly Return
8.72
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
Harry Browne Permanent Portfolio
1.00$
Initial Capital
January 1985
17.49$
Final Capital
November 2024
7.43%
Yearly Return
6.38
Std Deviation
-15.92%
Max Drawdown
27months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
January 1985
36.92$
Final Capital
November 2024
9.46%
Yearly Return
9.06
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period

The Harry Browne Permanent Portfolio obtained a 7.00% compound annual return, with a 6.63% standard deviation, in the last 30 Years.

The Scott Burns Couch Potato Portfolio obtained a 8.63% compound annual return, with a 8.72% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_harry_browne.webp Permanent Portfolio
Harry Browne 		14.79 1.36 9.93 19.17 6.45 5.92 7.00 7.43
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Couch Potato
Scott Burns 		15.56 3.83 9.97 20.17 8.62 7.54 8.63 9.46
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Harry Browne Permanent Portfolio: an investment of 1$, since December 1994, now would be worth 7.61$, with a total return of 660.62% (7.00% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since December 1994, now would be worth 11.97$, with a total return of 1097.27% (8.63% annualized).


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Harry Browne Permanent Portfolio: an investment of 1$, since January 1985, now would be worth 17.49$, with a total return of 1649.36% (7.43% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since January 1985, now would be worth 36.92$, with a total return of 3592.49% (9.46% annualized).


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Metrics as of Nov 30, 2024

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

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Permanent Portfolio Couch Potato
Author Harry Browne Scott Burns
ASSET ALLOCATION
Stocks 25% 50%
Fixed Income 50% 50%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 19.17 20.17
Infl. Adjusted Return (%) 16.00 16.97
DRAWDOWN
Deepest Drawdown Depth (%) -1.77 -3.08
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -0.53 -3.08
Start to Recovery (months) 2 2
Longest Negative Period (months) 1 2
RISK INDICATORS
Standard Deviation (%) 5.48 6.72
Sharpe Ratio 2.55 2.22
Sortino Ratio 3.33 2.72
Ulcer Index 0.51 0.92
Ratio: Return / Standard Deviation 3.50 3.00
Ratio: Return / Deepest Drawdown 10.84 6.55
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Permanent Portfolio Couch Potato
Author Harry Browne Scott Burns
ASSET ALLOCATION
Stocks 25% 50%
Fixed Income 50% 50%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 6.45 8.62
Infl. Adjusted Return (%) 2.18 4.26
DRAWDOWN
Deepest Drawdown Depth (%) -15.92 -19.77
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -15.92 -19.77
Start to Recovery (months) 27 27
Longest Negative Period (months) 40 32
RISK INDICATORS
Standard Deviation (%) 8.59 11.56
Sharpe Ratio 0.48 0.55
Sortino Ratio 0.68 0.72
Ulcer Index 5.90 7.44
Ratio: Return / Standard Deviation 0.75 0.75
Ratio: Return / Deepest Drawdown 0.41 0.44
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Permanent Portfolio Couch Potato
Author Harry Browne Scott Burns
ASSET ALLOCATION
Stocks 25% 50%
Fixed Income 50% 50%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 5.92 7.54
Infl. Adjusted Return (%) 2.90 4.47
DRAWDOWN
Deepest Drawdown Depth (%) -15.92 -19.77
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -15.92 -19.77
Start to Recovery (months) 27 27
Longest Negative Period (months) 40 32
RISK INDICATORS
Standard Deviation (%) 7.31 9.35
Sharpe Ratio 0.59 0.64
Sortino Ratio 0.85 0.85
Ulcer Index 4.69 5.48
Ratio: Return / Standard Deviation 0.81 0.81
Ratio: Return / Deepest Drawdown 0.37 0.38
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Permanent Portfolio Couch Potato
Author Harry Browne Scott Burns
ASSET ALLOCATION
Stocks 25% 50%
Fixed Income 50% 50%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 7.00 8.63
Infl. Adjusted Return (%) 4.36 5.95
DRAWDOWN
Deepest Drawdown Depth (%) -15.92 -27.04
Start to Recovery (months) 27 30
Longest Drawdown Depth (%) -15.92 -10.30
Start to Recovery (months) 27 33
Longest Negative Period (months) 40 62
RISK INDICATORS
Standard Deviation (%) 6.63 8.72
Sharpe Ratio 0.71 0.73
Sortino Ratio 0.99 0.95
Ulcer Index 3.20 5.17
Ratio: Return / Standard Deviation 1.06 0.99
Ratio: Return / Deepest Drawdown 0.44 0.32
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Permanent Portfolio Couch Potato
Author Harry Browne Scott Burns
ASSET ALLOCATION
Stocks 25% 50%
Fixed Income 50% 50%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 7.43 9.46
Infl. Adjusted Return (%) 4.52 6.49
DRAWDOWN
Deepest Drawdown Depth (%) -15.92 -27.04
Start to Recovery (months) 27 30
Longest Drawdown Depth (%) -15.92 -10.30
Start to Recovery (months) 27 33
Longest Negative Period (months) 40 62
RISK INDICATORS
Standard Deviation (%) 6.38 9.06
Sharpe Ratio 0.67 0.70
Sortino Ratio 0.94 0.92
Ulcer Index 2.88 4.86
Ratio: Return / Standard Deviation 1.17 1.04
Ratio: Return / Deepest Drawdown 0.47 0.35
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

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

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Permanent Portfolio Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.04 30 Nov 2007
Apr 2010
-19.77 27 Jan 2022
Mar 2024
-15.92 27 Jan 2022
Mar 2024
-12.63 18 Mar 2008
Aug 2009
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-6.98 13 Aug 2016
Aug 2017
-6.86 17 Oct 2012
Feb 2014
-6.73 15 Feb 2015
Apr 2016
-6.25 8 May 2011
Dec 2011
-6.09 5 May 2010
Sep 2010
-5.47 14 Mar 2015
Apr 2016
-5.43 19 Sep 2000
Mar 2002

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Permanent Portfolio Couch Potato
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-27.04 30 Nov 2007
Apr 2010
-19.77 27 Jan 2022
Mar 2024
-16.03 17 Sep 1987
Jan 1989
-15.92 27 Jan 2022
Mar 2024
-12.63 18 Mar 2008
Aug 2009
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.78 14 Feb 1994
Mar 1995
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-7.58 6 Aug 1990
Jan 1991
-6.98 13 Aug 2016
Aug 2017
-6.86 17 Oct 2012
Feb 2014
-6.73 15 Feb 2015
Apr 2016
-6.25 8 May 2011
Dec 2011

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 November 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 Couch Potato
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 14.79 -1.77 15.56 -3.08
2023
 11.55 -5.68 14.66 -6.50
2022
 -12.53 -15.92 -16.31 -19.77
2021
 4.21 -4.43 15.67 -2.76
2020
 16.10 -3.30 15.93 -10.72
2019
 16.17 -1.10 19.51 -2.63
2018
 -1.76 -4.25 -3.32 -8.06
2017
 10.97 -0.83 12.07 0.00
2016
 5.54 -6.98 8.75 -2.08
2015
 -3.06 -6.73 -0.70 -5.47
2014
 9.40 -2.62 8.07 -2.34
2013
 -2.08 -6.04 12.48 -3.18
2012
 6.41 -1.83 11.42 -2.32
2011
 11.11 -1.85 7.12 -6.25
2010
 13.92 -0.53 11.78 -6.09
2009
 7.85 -6.22 18.92 -9.98
2008
 0.87 -12.63 -18.47 -22.29
2007
 12.69 -1.20 8.64 -1.70
2006
 10.94 -2.12 7.99 -1.54
2005
 8.91 -1.25 4.40 -1.83
2004
 6.83 -4.20 10.53 -3.54
2003
 13.32 -2.34 19.38 -1.09
2002
 5.85 -4.02 -1.93 -6.44
2001
 -0.52 -4.13 -1.68 -8.57
2000
 2.40 -3.23 3.54 -5.60
1999
 5.17 -3.54 9.67 -3.30
1998
 10.09 -5.34 16.26 -8.06
1997
 7.19 -2.33 21.85 -3.41
1996
 5.08 -2.02 11.14 -2.76
1995
 18.11 0.00 29.40 0.00
1994
 -1.37 -3.63 -3.21 -8.78
1993
 12.00 -0.99 13.19 -1.53
1992
 3.57 -1.77 8.92 -2.25
1991
 11.72 -0.88 25.50 -2.55
1990
 1.11 -4.53 1.06 -7.58
1989
 12.90 -1.18 21.95 -1.62
1988
 4.39 -1.50 11.91 -2.50
1987
 7.42 -5.78 1.19 -16.03
1986
 17.64 -1.28 16.48 -5.55
1985
 20.47 -2.05 28.66 -1.87