Paul Boyer vs Simplified Permanent Portfolio Comparison

Period: January 1976 - September 2024 (~49 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Paul Boyer Portfolio
1.00$
Initial Capital
October 1994
6.62$
Final Capital
September 2024
6.50%
Yearly Return
7.50
Std Deviation
-18.04%
Max Drawdown
39 months
Recovery Period
Simplified Permanent Portfolio
1.00$
Initial Capital
October 1994
8.48$
Final Capital
September 2024
7.39%
Yearly Return
6.91
Std Deviation
-16.43%
Max Drawdown
27 months
Recovery Period
Paul Boyer Portfolio
1.00$
Initial Capital
January 1976
51.14$
Final Capital
September 2024
8.41%
Yearly Return
8.29
Std Deviation
-18.04%
Max Drawdown
39 months
Recovery Period
Simplified Permanent Portfolio
1.00$
Initial Capital
January 1976
55.36$
Final Capital
September 2024
8.58%
Yearly Return
7.85
Std Deviation
-16.43%
Max Drawdown
27 months
Recovery Period

The Paul Boyer Portfolio obtained a 6.50% compound annual return, with a 7.50% standard deviation, in the last 30 Years.

The Simplified Permanent Portfolio obtained a 7.39% compound annual return, with a 6.91% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 30 September 2024 (~49 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Paul Boyer Portfolio
Paul Boyer 		11.26 2.90 9.49 21.85 4.14 4.41 6.50 8.41
Simplified Permanent Portfolio 14.01 2.56 9.90 24.56 6.55 6.01 7.39 8.58
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Paul Boyer Portfolio: an investment of 1$, since October 1994, now would be worth 6.62$, with a total return of 562.05% (6.50% annualized).

Simplified Permanent Portfolio: an investment of 1$, since October 1994, now would be worth 8.48$, with a total return of 748.46% (7.39% annualized).


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Paul Boyer Portfolio: an investment of 1$, since January 1976, now would be worth 51.14$, with a total return of 5013.82% (8.41% annualized).

Simplified Permanent Portfolio: an investment of 1$, since January 1976, now would be worth 55.36$, with a total return of 5435.83% (8.58% 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 1976 - 30 September 2024 (~49 years)
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Paul Boyer Portfolio Simplified Permanent Portfolio
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 25%
Fixed Income 50% 50%
Commodities 25% 25%
PERFORMANCES
Annualized Return (%) 21.85 24.56
Infl. Adjusted Return (%) 18.99 21.63
DRAWDOWN
Deepest Drawdown Depth (%) -1.89 -1.86
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -1.89 -0.04
Start to Recovery (months) 3 2
Longest Negative Period (months) 2 1
RISK INDICATORS
Standard Deviation (%) 7.83 6.54
Sharpe Ratio 2.11 2.94
Sortino Ratio 2.95 4.02
Ulcer Index 0.82 0.52
Ratio: Return / Standard Deviation 2.79 3.76
Ratio: Return / Deepest Drawdown 11.54 13.17
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Paul Boyer Portfolio Simplified Permanent Portfolio
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 25%
Fixed Income 50% 50%
Commodities 25% 25%
PERFORMANCES
Annualized Return (%) 4.14 6.55
Infl. Adjusted Return (%) -0.04 2.28
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -16.43
Start to Recovery (months) 39 27
Longest Drawdown Depth (%) -18.04 -16.43
Start to Recovery (months) 39 27
Longest Negative Period (months) 48 40
RISK INDICATORS
Standard Deviation (%) 8.92 8.72
Sharpe Ratio 0.22 0.50
Sortino Ratio 0.32 0.69
Ulcer Index 7.42 5.95
Ratio: Return / Standard Deviation 0.46 0.75
Ratio: Return / Deepest Drawdown 0.23 0.40
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Paul Boyer Portfolio Simplified Permanent Portfolio
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 25%
Fixed Income 50% 50%
Commodities 25% 25%
PERFORMANCES
Annualized Return (%) 4.41 6.01
Infl. Adjusted Return (%) 1.51 3.07
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -16.43
Start to Recovery (months) 39 27
Longest Drawdown Depth (%) -18.04 -16.43
Start to Recovery (months) 39 27
Longest Negative Period (months) 50 40
RISK INDICATORS
Standard Deviation (%) 7.70 7.27
Sharpe Ratio 0.38 0.62
Sortino Ratio 0.56 0.88
Ulcer Index 5.85 4.54
Ratio: Return / Standard Deviation 0.57 0.83
Ratio: Return / Deepest Drawdown 0.24 0.37
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Paul Boyer Portfolio Simplified Permanent Portfolio
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 25%
Fixed Income 50% 50%
Commodities 25% 25%
PERFORMANCES
Annualized Return (%) 6.50 7.39
Infl. Adjusted Return (%) 3.89 4.75
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -16.43
Start to Recovery (months) 39 27
Longest Drawdown Depth (%) -18.04 -16.43
Start to Recovery (months) 39 27
Longest Negative Period (months) 50 40
RISK INDICATORS
Standard Deviation (%) 7.50 6.91
Sharpe Ratio 0.56 0.74
Sortino Ratio 0.79 1.03
Ulcer Index 3.99 3.15
Ratio: Return / Standard Deviation 0.87 1.07
Ratio: Return / Deepest Drawdown 0.36 0.45
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Paul Boyer Portfolio Simplified Permanent Portfolio
Author Paul Boyer
ASSET ALLOCATION
Stocks 25% 25%
Fixed Income 50% 50%
Commodities 25% 25%
PERFORMANCES
Annualized Return (%) 8.41 8.58
Infl. Adjusted Return (%) 4.62 4.79
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -16.43
Start to Recovery (months) 39 27
Longest Drawdown Depth (%) -18.04 -16.43
Start to Recovery (months) 39 27
Longest Negative Period (months) 50 40
RISK INDICATORS
Standard Deviation (%) 8.29 7.85
Sharpe Ratio 0.50 0.55
Sortino Ratio 0.72 0.80
Ulcer Index 3.90 3.29
Ratio: Return / Standard Deviation 1.01 1.09
Ratio: Return / Deepest Drawdown 0.47 0.52
Metrics calculated over the period 1 January 1976 - 30 September 2024

Drawdowns

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

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Paul Boyer Portfolio Simplified Permanent Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-18.04 39 Jun 2021
Aug 2024
-16.43 27 Jan 2022
Mar 2024
-13.66 17 Mar 2008
Jul 2009
-13.28 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
-6.74 12 Aug 2016
Jul 2017
-6.72 17 Feb 2018
Jun 2019
-6.69 11 Apr 2013
Feb 2014
-6.23 12 Aug 2016
Jul 2017
-5.64 7 Apr 2004
Oct 2004
-5.27 14 Feb 2015
Mar 2016
-5.09 9 Feb 1999
Oct 1999
-4.97 11 Mar 2000
Jan 2001

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Paul Boyer Portfolio Simplified Permanent Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-18.04 39 Jun 2021
Aug 2024
-16.43 27 Jan 2022
Mar 2024
-14.53 25 Oct 1980
Oct 1982
-14.34 21 Dec 1980
Aug 1982
-13.66 17 Mar 2008
Jul 2009
-13.60 5 Feb 1980
Jun 1980
-13.28 18 Mar 2008
Aug 2009
-13.17 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
-7.59 18 May 1983
Oct 1984
-6.93 16 Feb 1994
May 1995
-6.74 12 Aug 2016
Jul 2017

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 September 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 Simplified Permanent Portfolio
Year Return Drawdown Return Drawdown
2024
 11.26% -1.89% 14.01% -1.86%
2023
 7.92% -7.34% 11.51% -5.16%
2022
 -13.57% -17.86% -12.67% -16.43%
2021
 0.51% -3.38% 3.72% -3.81%
2020
 15.04% -3.07% 16.46% -3.11%
2019
 13.97% -1.05% 16.15% -0.99%
2018
 -3.50% -6.72% -1.29% -3.68%
2017
 11.87% -0.61% 9.78% -0.96%
2016
 7.19% -6.74% 5.72% -6.23%
2015
 -5.29% -9.15% -1.82% -5.27%
2014
 6.63% -3.72% 7.12% -2.59%
2013
 -5.67% -8.07% -1.76% -6.69%
2012
 6.80% -2.93% 7.59% -1.89%
2011
 8.99% -2.80% 10.45% -3.69%
2010
 15.54% -0.81% 16.36% -0.02%
2009
 12.50% -6.62% 9.94% -4.96%
2008
 1.32% -13.66% 0.94% -13.28%
2007
 16.13% -0.86% 14.14% -1.50%
2006
 12.57% -3.53% 10.82% -2.47%
2005
 11.99% -2.10% 7.34% -1.60%
2004
 9.39% -5.64% 6.42% -4.79%
2003
 17.95% -2.85% 15.31% -2.22%
2002
 9.85% -4.44% 9.00% -2.60%
2001
 3.66% -3.75% 0.15% -3.21%
2000
 2.00% -4.97% 4.63% -2.98%
1999
 9.10% -3.56% 2.25% -5.09%
1998
 2.30% -9.22% 12.93% -4.63%
1997
 0.72% -4.04% 8.38% -2.87%
1996
 3.88% -3.10% 4.09% -3.64%
1995
 14.46% -0.96% 21.97% 0.00%
1994
 -5.01% -6.22% -4.18% -5.67%
1993
 25.08% -1.38% 13.56% -1.61%
1992
 3.02% -1.92% 4.46% -3.11%
1991
 24.71% -1.74% 15.41% -1.06%
1990
 0.64% -5.76% 1.55% -5.66%
1989
 21.34% -0.54% 15.24% -1.52%
1988
 7.47% -2.31% 3.97% -2.03%
1987
 -0.04% -7.71% 5.46% -5.83%
1986
 17.71% -1.63% 19.06% -1.00%
1985
 21.84% -2.32% 24.24% -2.66%
1984
 4.29% -3.80% 3.14% -5.27%
1983
 3.33% -3.72% 2.74% -3.74%
1982
 20.74% -7.63% 28.65% -5.77%
1981
 -6.40% -12.16% -6.55% -13.29%
1980
 10.07% -13.60% 11.44% -13.17%
1979
 40.68% -5.53% 38.61% -5.94%
1978
 13.69% -5.99% 11.00% -5.48%
1977
 9.52% -1.78% 5.09% -3.12%
1976
 11.89% -4.01% 13.24% -2.32%