Portfolio matrix
The library shows one portfolio at a time; this matrix shows them all at once. Eight classic recipes in one table, seven metrics on one yardstick — real CAGR, deepest drawdown, longest underwater stretch, worst and best 10-year windows, ending purchasing power, and 4% withdrawal success — all measured against the same century of annual real returns. Then add your own weights as the last row and see where you sit among them.
Sort by any column, then notice what the winner paid: the recipe with the highest CAGR almost always owns the deepest drawdown cell. What is worth hunting is not the top of any single column but the rows that sit last in none — unglamorous all-rounders are exactly the shape ordinary investors manage to hold.
| Portfolio | |||||||
|---|---|---|---|---|---|---|---|
| All Stocks | +6.8% | −54.8% (1928-1931) | 14 years (1999-2013) | −3.8% (1999) | +17.9% (1949) | $6,144,468 | 93% |
| Classic 60/40 | +5.1% | −35.2% (1972-1974) | 13 years (1972-1985) | −2.7% (1972) | +12.1% (1989) | $1,365,219 | 94% |
| Simple Three-Asset | +4.6% | −22.0% (1945-1947) | 9 years (1936-1945) | −1.6% (1939) | +8.3% (1982) | $790,945 | 99% |
| Permanent PortfolioProxy | +3.5% | −25.7% (1936-1948) | 19 years (1936-1955) | −2.8% (1939) | +5.8% (1978) | $280,966 | 86% |
| Golden ButterflyProxy | +5.2% | −29.7% (1936-1941) | 9 years (1945-1954) | +1.5% (1937) | +7.6% (1928) | $1,493,503 | 100% |
| Pinwheel (simplified)Proxy | +4.7% | −24.7% (1936-1941) | 8 years (1936-1944) | +0.5% (1969) | +7.5% (1949) | $873,373 | 100% |
| Conservative 30/70 | +3.3% | −29.2% (1972-1981) | 13 years (1972-1985) | −3.0% (1972) | +9.8% (1982) | $245,957 | 81% |
| Swensen (simplified)Proxy | +4.6% | −30.5% (1972-1974) | 12 years (1972-1984) | −2.2% (1965) | +9.7% (1989) | $795,028 | 94% |
| My mix | +5.1% | −35.2% (1972-1974) | 13 years (1972-1985) | −2.7% (1972) | +12.1% (1989) | $1,365,219 | 94% |
| For volatility and ratio metrics (Sharpe, UPI, annualized volatility), see the portfolio optimizer and strategy overview. | |||||||
Data and limits
One yardstick does not make a fair race: these recipes were born in different decades, and some were tailored to exactly this stretch of dollar history — a matrix inevitably rewards hindsight. The proxy caveats (long/short Treasuries, small-cap value) and annual granularity apply as always.
Portfolio math assumes annual rebalancing.
Data are annual real (inflation-adjusted) returns; sources and definitions are documented in "Where the chart data comes from" on the methodology page. methodology page
Everything above is computed from historical data and your inputs. History does not guarantee the future. Not investment advice.
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