Permanent Portfolio US
buy-and-hold
all-weather
conservative
gold
monthly
Harry Browne's Permanent Portfolio — equal 25% allocation across US stocks (SPY), long-term treasuries (TLT), gold (GLD), and short-term bills (SHY). Designed to perform in any economic regime: growth, recession, inflation, or deflation.
Jan 1, 2007 — present
·
$10,000 initial
·
updated Jun 13
·
Live
Performance Summary
Total P&L
+$28.5K
Annualised Return
+7.17%
Sharpe Ratio
0.97
Max Drawdown
−18.32%
Dec '21 – Oct '22
Simple Return
+284.83%
Win Rate
92.9%
Profit Factor
774.81
Volatility (Ann.)
7.45%
Period
1 Jan 2007 – Present
Initial Capital
$10K
Final Value
$38.5K
Total Return
+284.83%
Drift Tolerance
5.0%
Rebalance Frequency
Monthly
Equity PerformanceAll Time – Present
vs INDEX:SP:GSPCAlpha +4.8%Beta 0.25Outperformed 42.31% of months
Strategy
Monthly Returns% · green = positive · red = negative
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | +0.93% | +1.25% | -0.32% | +1.91% | -0.31% | -1.00% | +0.78% | +1.33% | +3.79% | +2.76% | +0.23% | +1.49% | +13.5% |
| 2008 | +2.64% | +0.81% | -1.25% | -0.74% | -0.17% | -0.02% | -0.55% | -1.34% | -0.40% | -8.33% | +5.50% | +6.32% | +1.7% |
| 2009 | -4.11% | -2.54% | +2.18% | -0.26% | +3.39% | -1.34% | +2.78% | +1.60% | +3.11% | -0.05% | +5.70% | -2.90% | +7.3% |
| 2010 | -0.32% | +1.49% | +0.83% | +2.65% | +0.02% | +0.89% | -0.02% | +2.52% | +2.53% | +0.76% | +0.12% | +1.36% | +13.6% |
| 2011 | -1.84% | +2.83% | +0.42% | +3.84% | +0.01% | -1.64% | +2.89% | +4.52% | -1.22% | +2.58% | +0.81% | -1.37% | +12.2% |
| 2012 | +3.41% | -0.37% | -0.60% | +1.02% | -0.58% | +0.95% | +1.53% | +1.26% | +0.94% | -1.25% | +0.41% | -0.96% | +5.8% |
| 2013 | +0.35% | -0.42% | +1.11% | +0.19% | -2.59% | -3.84% | +2.42% | +0.07% | -0.15% | +1.48% | -1.08% | -0.57% | -3.1% |
| 2014 | +1.21% | +2.72% | -0.31% | +0.83% | +0.76% | +1.81% | -1.02% | +2.42% | -2.21% | +0.69% | +1.36% | +1.04% | +9.6% |
| 2015 | +4.06% | -1.93% | -0.53% | -0.74% | -0.18% | -1.93% | +0.23% | -0.99% | -0.43% | +2.42% | -1.71% | -0.67% | -2.5% |
| 2016 | +1.53% | +3.28% | +1.39% | +1.08% | -0.86% | +4.19% | +1.94% | -1.09% | -0.24% | -2.37% | -3.40% | +0.02% | +5.3% |
| 2017 | +1.91% | +2.21% | -0.22% | +1.12% | +0.87% | -0.12% | +0.97% | +1.95% | -0.85% | +0.49% | +1.13% | +1.22% | +11.2% |
| 2018 | +1.25% | -2.20% | +0.17% | -0.66% | +0.93% | -0.48% | +0.13% | +0.83% | -0.71% | -2.21% | +1.09% | +0.23% | -1.7% |
| 2019 | +2.77% | +0.38% | +1.65% | +0.49% | +0.46% | +3.84% | +0.46% | +4.29% | -1.03% | +0.91% | +0.12% | +0.78% | +16.1% |
| 2020 | +3.05% | -0.34% | -1.09% | +4.92% | +1.30% | +1.17% | +5.07% | +0.52% | -1.88% | -1.53% | +1.85% | +2.40% | +16.2% |
| 2021 | -1.81% | -1.85% | -0.27% | +2.77% | +1.92% | -0.12% | +2.15% | +0.69% | -2.72% | +2.74% | +0.29% | +1.44% | +5.2% |
| 2022 | -2.96% | +0.05% | -0.26% | -5.17% | -1.09% | -3.04% | +2.37% | -2.97% | -5.21% | +0.46% | +5.40% | -1.55% | -13.6% |
| 2023 | +5.20% | -3.43% | +4.54% | +0.79% | -1.04% | +1.20% | +0.98% | -1.38% | -4.20% | +0.16% | +5.18% | +3.60% | +11.6% |
| 2024 | -0.39% | +0.89% | +3.29% | -1.75% | +2.51% | +1.40% | +2.74% | +1.82% | +2.57% | -0.28% | +1.15% | -2.26% | +12.1% |
| 2025 | +2.88% | +1.55% | +0.62% | +1.11% | +0.79% | +2.21% | +0.19% | +2.14% | +5.11% | +2.08% | +1.56% | +0.10% | +22.2% |
| 2026 | +3.70% | +3.51% | -5.15% | +2.17% | +1.25% | -2.10% | — | — | — | — | — | — | +3.1% |
Holdings
ETF:NASDAQ:TLT$9,349
24.3%+$1,168 (+14.3%)
ETF:NYSE_ARCA:GLD$8,117
21.1%+$6,264 (+338.1%)
ETF:NYSE_ARCA:SPY$11,126
28.9%+$9,828 (+757.0%)
ETF:NASDAQ:SHY$9,848
25.6%+$1,575 (+19.0%)
4 positions · $38,441
Insights
Insights generation not implemented yet