Paul Boyer vs Harry Browne Permanent Portfolio Comparison

Simulation Settings
Period: January 1976 - November 2024 (~49 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Paul Boyer Portfolio
1.00$
Initial Capital
December 1994
6.74$
Final Capital
November 2024
6.57%
Yearly Return
7.49
Std Deviation
-18.04%
Max Drawdown
39months
Recovery Period
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
Paul Boyer Portfolio
1.00$
Initial Capital
January 1976
50.97$
Final Capital
November 2024
8.37%
Yearly Return
8.28
Std Deviation
-18.04%
Max Drawdown
39months
Recovery Period
Harry Browne Permanent Portfolio
1.00$
Initial Capital
January 1976
45.78$
Final Capital
November 2024
8.13%
Yearly Return
7.24
Std Deviation
-15.92%
Max Drawdown
27months
Recovery Period

The Paul Boyer Portfolio obtained a 6.57% compound annual return, with a 7.49% standard deviation, in the last 30 Years.

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

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 30 November 2024 (~49 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_author_none.webp Paul Boyer Portfolio
Paul Boyer 		10.90 0.56 8.56 16.06 3.95 4.21 6.57 8.37
//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 8.13
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Paul Boyer Portfolio: an investment of 1$, since December 1994, now would be worth 6.74$, with a total return of 574.46% (6.57% annualized).

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).


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Paul Boyer Portfolio: an investment of 1$, since January 1976, now would be worth 50.97$, with a total return of 4997.18% (8.37% annualized).

Harry Browne Permanent Portfolio: an investment of 1$, since January 1976, now would be worth 45.78$, with a total return of 4477.91% (8.13% 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 1976 - 30 November 2024 (~49 years)
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Paul Boyer Portfolio Permanent Portfolio
Author Paul Boyer Harry Browne
ASSET ALLOCATION
Stocks 25% 25%
Fixed Income 50% 50%
Commodities 25% 25%
PERFORMANCES
Annualized Return (%) 16.06 19.17
Infl. Adjusted Return (%) 12.97 16.00
DRAWDOWN
Deepest Drawdown Depth (%) -1.89 -1.77
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -1.89 -0.53
Start to Recovery (months) 3 2
Longest Negative Period (months) 2 1
RISK INDICATORS
Standard Deviation (%) 7.13 5.48
Sharpe Ratio 1.52 2.55
Sortino Ratio 2.19 3.33
Ulcer Index 0.85 0.51
Ratio: Return / Standard Deviation 2.25 3.50
Ratio: Return / Deepest Drawdown 8.48 10.84
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Paul Boyer Portfolio Permanent Portfolio
Author Paul Boyer Harry Browne
ASSET ALLOCATION
Stocks 25% 25%
Fixed Income 50% 50%
Commodities 25% 25%
PERFORMANCES
Annualized Return (%) 3.95 6.45
Infl. Adjusted Return (%) -0.22 2.18
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -15.92
Start to Recovery (months) 39 27
Longest Drawdown Depth (%) -18.04 -15.92
Start to Recovery (months) 39 27
Longest Negative Period (months) 47 40
RISK INDICATORS
Standard Deviation (%) 8.92 8.59
Sharpe Ratio 0.19 0.48
Sortino Ratio 0.27 0.68
Ulcer Index 7.42 5.90
Ratio: Return / Standard Deviation 0.44 0.75
Ratio: Return / Deepest Drawdown 0.22 0.41
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Paul Boyer Portfolio Permanent Portfolio
Author Paul Boyer Harry Browne
ASSET ALLOCATION
Stocks 25% 25%
Fixed Income 50% 50%
Commodities 25% 25%
PERFORMANCES
Annualized Return (%) 4.21 5.92
Infl. Adjusted Return (%) 1.24 2.90
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -15.92
Start to Recovery (months) 39 27
Longest Drawdown Depth (%) -18.04 -15.92
Start to Recovery (months) 39 27
Longest Negative Period (months) 50 40
RISK INDICATORS
Standard Deviation (%) 7.71 7.31
Sharpe Ratio 0.34 0.59
Sortino Ratio 0.51 0.85
Ulcer Index 5.85 4.69
Ratio: Return / Standard Deviation 0.55 0.81
Ratio: Return / Deepest Drawdown 0.23 0.37
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Paul Boyer Portfolio Permanent Portfolio
Author Paul Boyer Harry Browne
ASSET ALLOCATION
Stocks 25% 25%
Fixed Income 50% 50%
Commodities 25% 25%
PERFORMANCES
Annualized Return (%) 6.57 7.00
Infl. Adjusted Return (%) 3.95 4.36
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -15.92
Start to Recovery (months) 39 27
Longest Drawdown Depth (%) -18.04 -15.92
Start to Recovery (months) 39 27
Longest Negative Period (months) 50 40
RISK INDICATORS
Standard Deviation (%) 7.49 6.63
Sharpe Ratio 0.57 0.71
Sortino Ratio 0.80 0.99
Ulcer Index 3.98 3.20
Ratio: Return / Standard Deviation 0.88 1.06
Ratio: Return / Deepest Drawdown 0.36 0.44
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Paul Boyer Portfolio Permanent Portfolio
Author Paul Boyer Harry Browne
ASSET ALLOCATION
Stocks 25% 25%
Fixed Income 50% 50%
Commodities 25% 25%
PERFORMANCES
Annualized Return (%) 8.37 8.13
Infl. Adjusted Return (%) 4.58 4.35
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -15.92
Start to Recovery (months) 39 27
Longest Drawdown Depth (%) -18.04 -15.92
Start to Recovery (months) 39 27
Longest Negative Period (months) 50 40
RISK INDICATORS
Standard Deviation (%) 8.28 7.24
Sharpe Ratio 0.50 0.54
Sortino Ratio 0.72 0.78
Ulcer Index 3.89 3.09
Ratio: Return / Standard Deviation 1.01 1.12
Ratio: Return / Deepest Drawdown 0.46 0.51
Metrics calculated over the period 1 January 1976 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1976 - 30 November 2024 (~49 years)

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Paul Boyer Portfolio Permanent Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-18.04 39 Jun 2021
Aug 2024
-15.92 27 Jan 2022
Mar 2024
-13.66 17 Mar 2008
Jul 2009
-12.63 18 Mar 2008
Aug 2009
-9.22 12 May 1998
Apr 1999
-9.15 17 Feb 2015
Jun 2016
-8.62 21 Oct 2012
Jun 2014
-6.98 13 Aug 2016
Aug 2017
-6.86 17 Oct 2012
Feb 2014
-6.74 12 Aug 2016
Jul 2017
-6.73 15 Feb 2015
Apr 2016
-6.72 17 Feb 2018
Jun 2019
-5.64 7 Apr 2004
Oct 2004
-5.43 19 Sep 2000
Mar 2002
-5.34 4 Jul 1998
Oct 1998

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Paul Boyer Portfolio Permanent Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-18.04 39 Jun 2021
Aug 2024
-15.92 27 Jan 2022
Mar 2024
-14.53 25 Oct 1980
Oct 1982
-13.66 17 Mar 2008
Jul 2009
-13.60 5 Feb 1980
Jun 1980
-12.63 18 Mar 2008
Aug 2009
-11.68 21 Dec 1980
Aug 1982
-11.38 5 Feb 1980
Jun 1980
-9.22 12 May 1998
Apr 1999
-9.15 17 Feb 2015
Jun 2016
-8.62 21 Oct 2012
Jun 2014
-7.71 16 Mar 1987
Jun 1988
-6.98 13 Aug 2016
Aug 2017
-6.93 16 Feb 1994
May 1995
-6.86 17 Oct 2012
Feb 2014

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 1976 - 30 November 2024 (~49 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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Paul Boyer Portfolio Permanent Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 10.90 -1.89 14.79 -1.77
2023
 7.92 -7.34 11.55 -5.68
2022
 -13.57 -17.86 -12.53 -15.92
2021
 0.51 -3.38 4.21 -4.43
2020
 15.04 -3.07 16.10 -3.30
2019
 13.97 -1.05 16.17 -1.10
2018
 -3.50 -6.72 -1.76 -4.25
2017
 11.87 -0.61 10.97 -0.83
2016
 7.19 -6.74 5.54 -6.98
2015
 -5.29 -9.15 -3.06 -6.73
2014
 6.63 -3.72 9.40 -2.62
2013
 -5.67 -8.07 -2.08 -6.04
2012
 6.80 -2.93 6.41 -1.83
2011
 8.99 -2.80 11.11 -1.85
2010
 15.54 -0.81 13.92 -0.53
2009
 12.50 -6.62 7.85 -6.22
2008
 1.32 -13.66 0.87 -12.63
2007
 16.13 -0.86 12.69 -1.20
2006
 12.57 -3.53 10.94 -2.12
2005
 11.99 -2.10 8.91 -1.25
2004
 9.39 -5.64 6.83 -4.20
2003
 17.95 -2.85 13.32 -2.34
2002
 9.85 -4.44 5.85 -4.02
2001
 3.66 -3.75 -0.52 -4.13
2000
 2.00 -4.97 2.40 -3.23
1999
 9.10 -3.56 5.17 -3.54
1998
 2.30 -9.22 10.09 -5.34
1997
 0.72 -4.04 7.19 -2.33
1996
 3.88 -3.10 5.08 -2.02
1995
 14.46 -0.96 18.11 0.00
1994
 -5.01 -6.22 -1.37 -3.63
1993
 25.08 -1.38 12.00 -0.99
1992
 3.02 -1.92 3.57 -1.77
1991
 24.71 -1.74 11.72 -0.88
1990
 0.64 -5.76 1.11 -4.53
1989
 21.34 -0.54 12.90 -1.18
1988
 7.47 -2.31 4.39 -1.50
1987
 -0.04 -7.71 7.42 -5.78
1986
 17.71 -1.63 17.64 -1.28
1985
 21.84 -2.32 20.47 -2.05
1984
 4.29 -3.80 2.22 -3.58
1983
 3.33 -3.72 3.46 -2.83
1982
 20.74 -7.63 23.27 -5.51
1981
 -6.40 -12.16 -5.34 -9.88
1980
 10.07 -13.60 13.65 -11.38
1979
 40.68 -5.53 39.77 -4.50
1978
 13.69 -5.99 12.78 -5.31
1977
 9.52 -1.78 6.43 -2.00
1976
 11.89 -4.01 11.22 -2.75