The classics, head to head, over the window they all share. The point is usually the trade-off: the higher-return mixes are the ones that fell hardest.
| Portfolio | $10k grew to | CAGR | Vol | Max DD | Worst year | Sharpe |
|---|---|---|---|---|---|---|
| 100% US stocks | $3,574,583 | +10.6% | 15.7% | -51% | -37.0% | 0.44 |
| Classic 60/40 | $1,686,731 | +9.2% | 10.0% | -31% | -20.2% | 0.49 |
| Permanent Portfolio | $1,014,874 | +8.2% | 7.0% | -15% | -11.8% | 0.54 |
Common window: Jan 1968 – Jul 2026 (limited by the shortest-history portfolio).
Growth of $10,000, log scale.