Paul Boyer Portfolio vs Ray Dalio All Weather Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - March 2025 (~49 years)
Consolidated Returns as of 31 March 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1976)
Inflation Adjusted:
Paul Boyer Portfolio
1.00$
Initial Capital
April 1995
6.78$
Final Capital
March 2025
6.59%
Yearly Return
7.52%
Std Deviation
-18.04%
Max Drawdown
39months
Recovery Period
1.00$
Initial Capital
April 1995
3.21$
Final Capital
March 2025
3.96%
Yearly Return
7.52%
Std Deviation
-27.39%
Max Drawdown
51months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1976
52.29$
Final Capital
March 2025
8.37%
Yearly Return
8.27%
Std Deviation
-18.04%
Max Drawdown
39months
Recovery Period
1.00$
Initial Capital
January 1976
9.09$
Final Capital
March 2025
4.58%
Yearly Return
8.27%
Std Deviation
-28.04%
Max Drawdown
64months
Recovery Period
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
April 1995
8.88$
Final Capital
March 2025
7.55%
Yearly Return
7.47%
Std Deviation
-20.58%
Max Drawdown
39months*
Recovery Period
* in progress
1.00$
Initial Capital
April 1995
4.20$
Final Capital
March 2025
4.90%
Yearly Return
7.47%
Std Deviation
-27.85%
Max Drawdown
43months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1976
69.90$
Final Capital
March 2025
9.01%
Yearly Return
8.01%
Std Deviation
-20.58%
Max Drawdown
39months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1976
12.16$
Final Capital
March 2025
5.20%
Yearly Return
8.01%
Std Deviation
-27.85%
Max Drawdown
43months*
Recovery Period
* in progress

As of March 2025, in the previous 30 Years, the Paul Boyer Portfolio obtained a 6.59% compound annual return, with a 7.52% standard deviation. It suffered a maximum drawdown of -18.04% that required 39 months to be recovered.

As of March 2025, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.55% compound annual return, with a 7.47% standard deviation. It suffered a maximum drawdown of -20.58% which has been ongoing for 39 months and is still in progress.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Paul Boyer Portfolio
Weight
(%)		 ETF
Ticker		 Name
12.50
EEM
iShares MSCI Emerging Markets
12.50
IJR
iShares Core S&P Small-Cap
25.00
SHY
iShares 1-3 Year Treasury Bond
25.00
TLT
iShares 20+ Year Treasury Bond
25.00
GLD
SPDR Gold Trust
Ray Dalio All Weather Portfolio
Weight
(%)		 ETF
Ticker		 Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
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Portfolio Returns as of Mar 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1976 - 31 March 2025 (~49 years)
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Return (%) as of Mar 31, 2025
YTD
(3M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_paul_boyer.webp Paul Boyer Portfolio
Paul Boyer 		5.82 1.69 2.26 11.96 4.17 4.16 6.59 8.37
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		2.76 -1.21 -0.34 6.84 3.90 4.73 7.55 9.01
Return over 1 year are annualized.
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Capital Growth as of Mar 31, 2025

Paul Boyer Portfolio: an investment of 1$, since April 1995, now would be worth 6.78$, with a total return of 577.72% (6.59% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since April 1995, now would be worth 8.88$, with a total return of 788.32% (7.55% annualized).


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Paul Boyer Portfolio: an investment of 1$, since January 1976, now would be worth 52.29$, with a total return of 5129.32% (8.37% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1976, now would be worth 69.90$, with a total return of 6889.76% (9.01% annualized).


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Portfolio Metrics as of Mar 31, 2025

The following metrics, updated as of 31 March 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 April 2024 - 31 March 2025 (1 year)
Period: 1 April 2020 - 31 March 2025 (5 years)
Period: 1 April 2015 - 31 March 2025 (10 years)
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1976 - 31 March 2025 (~49 years)
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Paul Boyer Portfolio All Weather Portfolio
Author Paul Boyer Ray Dalio
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 55%
Commodities 25% 15%
PERFORMANCES
Annualized Return (%) 11.96 6.84
Infl. Adjusted Return (%) 9.35 4.35
DRAWDOWN
Deepest Drawdown Depth (%) -3.36 -3.73
Start to Recovery (months) 5 3
Longest Drawdown Depth (%) -3.36 -3.73
Start to Recovery (months) 5 3
Longest Negative Period (months) 4 6*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.64 8.19
Sharpe Ratio 1.06 0.24
Sortino Ratio 1.38 0.29
Ulcer Index 1.09 1.65
Ratio: Return / Standard Deviation 1.80 0.84
Ratio: Return / Deepest Drawdown 3.56 1.84
Metrics calculated over the period 1 April 2024 - 31 March 2025
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Paul Boyer Portfolio All Weather Portfolio
Author Paul Boyer Ray Dalio
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 55%
Commodities 25% 15%
PERFORMANCES
Annualized Return (%) 4.17 3.90
Infl. Adjusted Return (%) -0.19 -0.45
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 39*
Longest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 39*
Longest Negative Period (months) 47 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.03 10.47
Sharpe Ratio 0.19 0.14
Sortino Ratio 0.28 0.19
Ulcer Index 7.43 9.54
Ratio: Return / Standard Deviation 0.46 0.37
Ratio: Return / Deepest Drawdown 0.23 0.19
Metrics calculated over the period 1 April 2020 - 31 March 2025
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Paul Boyer Portfolio All Weather Portfolio
Author Paul Boyer Ray Dalio
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 55%
Commodities 25% 15%
PERFORMANCES
Annualized Return (%) 4.16 4.73
Infl. Adjusted Return (%) 1.04 1.60
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 39*
Longest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 39*
Longest Negative Period (months) 50 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.69 8.46
Sharpe Ratio 0.32 0.36
Sortino Ratio 0.46 0.49
Ulcer Index 5.68 6.99
Ratio: Return / Standard Deviation 0.54 0.56
Ratio: Return / Deepest Drawdown 0.23 0.23
Metrics calculated over the period 1 April 2015 - 31 March 2025
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Paul Boyer Portfolio All Weather Portfolio
Author Paul Boyer Ray Dalio
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 55%
Commodities 25% 15%
PERFORMANCES
Annualized Return (%) 6.59 7.55
Infl. Adjusted Return (%) 3.96 4.90
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 39*
Longest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 39*
Longest Negative Period (months) 50 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.52 7.47
Sharpe Ratio 0.57 0.70
Sortino Ratio 0.80 0.95
Ulcer Index 3.99 4.45
Ratio: Return / Standard Deviation 0.88 1.01
Ratio: Return / Deepest Drawdown 0.37 0.37
Metrics calculated over the period 1 April 1995 - 31 March 2025
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Paul Boyer Portfolio All Weather Portfolio
Author Paul Boyer Ray Dalio
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 55%
Commodities 25% 15%
PERFORMANCES
Annualized Return (%) 8.37 9.01
Infl. Adjusted Return (%) 4.58 5.20
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 39*
Longest Drawdown Depth (%) -18.04 -20.58
Start to Recovery (months) 39 39*
Longest Negative Period (months) 50 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.27 8.01
Sharpe Ratio 0.50 0.60
Sortino Ratio 0.72 0.83
Ulcer Index 3.88 3.88
Ratio: Return / Standard Deviation 1.01 1.12
Ratio: Return / Deepest Drawdown 0.46 0.44
Metrics calculated over the period 1 January 1976 - 31 March 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1976 - 31 March 2025 (~49 years)

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Paul Boyer Portfolio All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-20.58 39* Jan 2022
In progress
-18.04 39 Jun 2021
Aug 2024
-13.66 17 Mar 2008
Jul 2009
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-9.22 12 May 1998
Apr 1999
-9.15 17 Feb 2015
Jun 2016
-8.62 21 Oct 2012
Jun 2014
-6.74 12 Aug 2016
Jul 2017
-6.72 17 Feb 2018
Jun 2019
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-5.64 7 Apr 2004
Oct 2004
-5.29 9 May 2013
Jan 2014
-4.97 11 Mar 2000
Jan 2001

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Paul Boyer Portfolio All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-20.58 39* Jan 2022
In progress
-18.04 39 Jun 2021
Aug 2024
-14.53 25 Oct 1980
Oct 1982
-13.66 17 Mar 2008
Jul 2009
-13.60 5 Feb 1980
Jun 1980
-12.31 21 Dec 1980
Aug 1982
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-10.89 4 Feb 1980
May 1980
-9.22 12 May 1998
Apr 1999
-9.15 17 Feb 2015
Jun 2016
-8.78 13 Sep 1987
Sep 1988
-8.62 21 Oct 2012
Jun 2014
-7.71 16 Mar 1987
Jun 1988
-7.10 16 May 1983
Aug 1984

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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1976 - 31 March 2025 (~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 All Weather Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 5.82 0.00 2.76 -1.21
2024
 7.52 -3.36 6.36 -3.73
2023
 7.92 -7.34 9.95 -9.25
2022
 -13.57 -17.86 -18.39 -20.58
2021
 0.51 -3.38 8.27 -3.74
2020
 15.04 -3.07 15.88 -3.68
2019
 13.97 -1.05 17.93 -0.83
2018
 -3.50 -6.72 -3.02 -4.71
2017
 11.87 -0.61 11.55 -0.49
2016
 7.19 -6.74 6.50 -6.42
2015
 -5.29 -9.15 -3.23 -6.66
2014
 6.63 -3.72 12.89 -2.52
2013
 -5.67 -8.07 1.71 -5.29
2012
 6.80 -2.93 7.02 -1.33
2011
 8.99 -2.80 15.64 -2.00
2010
 15.54 -0.81 12.88 -0.69
2009
 12.50 -6.62 2.71 -11.57
2008
 1.32 -13.66 2.38 -11.38
2007
 16.13 -0.86 11.88 -1.20
2006
 12.57 -3.53 6.93 -1.71
2005
 11.99 -2.10 8.55 -2.99
2004
 9.39 -5.64 9.41 -4.76
2003
 17.95 -2.85 13.96 -4.74
2002
 9.85 -4.44 7.77 -1.56
2001
 3.66 -3.75 -2.77 -4.61
2000
 2.00 -4.97 10.15 -2.26
1999
 9.10 -3.56 6.28 -3.79
1998
 2.30 -9.22 11.05 -4.83
1997
 0.72 -4.04 13.54 -2.89
1996
 3.88 -3.10 8.27 -2.11
1995
 14.46 -0.96 27.44 0.00
1994
 -5.01 -6.22 -3.28 -6.83
1993
 25.08 -1.38 12.02 -1.98
1992
 3.02 -1.92 6.76 -2.23
1991
 24.71 -1.74 17.98 -1.86
1990
 0.64 -5.76 3.85 -5.51
1989
 21.34 -0.54 20.45 -1.14
1988
 7.47 -2.31 10.59 -1.93
1987
 -0.04 -7.71 3.47 -8.78
1986
 17.71 -1.63 20.56 -3.75
1985
 21.84 -2.32 28.68 -2.13
1984
 4.29 -3.80 8.03 -6.61
1983
 3.33 -3.72 7.06 -3.16
1982
 20.74 -7.63 31.65 -3.13
1981
 -6.40 -12.16 -3.74 -11.76
1980
 10.07 -13.60 10.35 -10.89
1979
 40.68 -5.53 19.26 -6.57
1978
 13.69 -5.99 7.24 -3.43
1977
 9.52 -1.78 2.14 -2.83
1976
 11.89 -4.01 15.78 -1.12
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