Harry Browne Permanent vs Scott Burns Couch Potato 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
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
October 1994
11.54$
Final Capital
September 2024
8.49%
Yearly Return
8.71
Std Deviation
-27.04%
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
Scott Burns Couch Potato Portfolio
1.00$
Initial Capital
January 1985
36.02$
Final Capital
September 2024
9.44%
Yearly Return
9.06
Std Deviation
-27.04%
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 Scott Burns Couch Potato Portfolio obtained a 8.49% compound annual return, with a 8.71% 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
Couch Potato
Scott Burns 		12.72 1.78 7.41 22.39 8.78 7.61 8.49 9.44
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).

Scott Burns Couch Potato Portfolio: an investment of 1$, since October 1994, now would be worth 11.54$, with a total return of 1054.20% (8.49% 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).

Scott Burns Couch Potato Portfolio: an investment of 1$, since January 1985, now would be worth 36.02$, with a total return of 3501.62% (9.44% 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 Couch Potato
Author Harry Browne Scott Burns
ASSET ALLOCATION
Stocks 25% 50%
Fixed Income 50% 50%
Commodities 25% 0%
PERFORMANCES
Annualized Return (%) 24.07 22.39
Infl. Adjusted Return (%) 21.37 19.73
DRAWDOWN
Deepest Drawdown Depth (%) -1.77 -3.08
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -0.01 -1.75
Start to Recovery (months) 2 2
Longest Negative Period (months) 1 2
RISK INDICATORS
Standard Deviation (%) 6.60 8.06
Sharpe Ratio 2.83 2.11
Sortino Ratio 3.91 2.83
Ulcer Index 0.51 0.98
Ratio: Return / Standard Deviation 3.65 2.78
Ratio: Return / Deepest Drawdown 13.62 7.27
Metrics calculated over the period 1 October 2023 - 30 September 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 (%) 6.41 8.78
Infl. Adjusted Return (%) 2.18 4.45
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 (%) 8.58 11.46
Sharpe Ratio 0.49 0.58
Sortino Ratio 0.69 0.75
Ulcer Index 5.90 7.44
Ratio: Return / Standard Deviation 0.75 0.77
Ratio: Return / Deepest Drawdown 0.40 0.44
Metrics calculated over the period 1 October 2019 - 30 September 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 (%) 6.01 7.61
Infl. Adjusted Return (%) 3.08 4.64
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 9.28
Sharpe Ratio 0.62 0.66
Sortino Ratio 0.89 0.87
Ulcer Index 4.69 5.48
Ratio: Return / Standard Deviation 0.82 0.82
Ratio: Return / Deepest Drawdown 0.38 0.38
Metrics calculated over the period 1 October 2014 - 30 September 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 (%) 6.92 8.49
Infl. Adjusted Return (%) 4.30 5.84
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 8.71
Sharpe Ratio 0.70 0.71
Sortino Ratio 0.97 0.93
Ulcer Index 3.20 5.17
Ratio: Return / Standard Deviation 1.04 0.98
Ratio: Return / Deepest Drawdown 0.43 0.31
Metrics calculated over the period 1 October 1994 - 30 September 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 9.44
Infl. Adjusted Return (%) 4.52 6.47
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 (%) 6.39 9.06
Sharpe Ratio 0.67 0.70
Sortino Ratio 0.94 0.92
Ulcer Index 2.89 4.87
Ratio: Return / Standard Deviation 1.16 1.04
Ratio: Return / Deepest Drawdown 0.47 0.35
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 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 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 Couch Potato
Year Return Drawdown Return Drawdown
2024
 13.39% -1.77% 12.72% -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%