Best resource for PP backtesting?

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jason
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Best resource for PP backtesting?

Post by jason » Wed Aug 21, 2019 10:29 am

Hello all,
Peaktotrough has been down for a long time now. Is there another resource to do PP backtesting that goes all the way back to 1971?
Thanks!
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Tyler
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Re: Best resource for PP backtesting?

Post by Tyler » Wed Aug 21, 2019 10:41 am

PeaktoTrough.com still works fine for me. But if you're looking for other sources, Portfolio Charts has Permanent Portfolio data going back to 1970.
PortfolioCharts.com : Find a portfolio to love
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jason
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Re: Best resource for PP backtesting?

Post by jason » Mon Aug 26, 2019 9:24 am

Tyler wrote:
Wed Aug 21, 2019 10:41 am
PeaktoTrough.com still works fine for me. But if you're looking for other sources, Portfolio Charts has Permanent Portfolio data going back to 1970.
Great, thanks. I guess I wasn't being patient enough with the Peaktotrough load time because I do see it is working now.
Regarding the Portfolio Charts data, do they do the 15/35 rebalancing bands?
Also, interestingly, I rebalanced in January 2018 because my stocks hit 36%. Peaktotrough did not rebalance at all during the same holding time-frame as my PP, possibly because of the fact that I have total stock market funds and Peaktotrough uses the S&P. Looks like Peaktotrough only hit 34.7% stocks so rebalancing did not occur. I'm so glad I rebalanced! As scary and painful as it was to sell stocks and buy gold and treasuries in January 2018, it's paying off big time! My actual CAGR for my 6 year old PP is more than 1% higher than the Peaktotrough CAGR during the same time frame.
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Tyler
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Re: Best resource for PP backtesting?

Post by Tyler » Mon Aug 26, 2019 10:11 am

jason wrote:
Mon Aug 26, 2019 9:24 am
Regarding the Portfolio Charts data, do they do the 15/35 rebalancing bands?
Portfolio Charts uses annual rebalancing, so if you're looking at the trading bands P2T is your best option. I'm glad it's working for you again. :)
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Kbg
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Re: Best resource for PP backtesting?

Post by Kbg » Mon Aug 26, 2019 11:49 am

https://www.portfoliovisualizer.com/

Tyler...pretty big delta between your site and these guys on the Pinwheel.
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Tyler
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Re: Best resource for PP backtesting?

Post by Tyler » Mon Aug 26, 2019 12:34 pm

Kbg wrote:
Mon Aug 26, 2019 11:49 am
https://www.portfoliovisualizer.com/

Tyler...pretty big delta between your site and these guys on the Pinwheel.
It's because PV has no data for emerging markets prior to 1995 and only runs the numbers from 1995 to present. For reference, the PC data always goes back to 1970 (using replacement assets and error measurement systems when necessary). Methodologically speaking, it's like comparing apples and oranges.

I get why they do it, but the way PV automatically crops every analysis based on the shortest individual data series always seems to trip people up when comparing portfolios. That's why I spend just as much time on data research as I do on portfolio analysis.
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Re: Best resource for PP backtesting?

Post by Kbg » Mon Aug 26, 2019 1:06 pm

Thanks for the clarification and good to know!
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jason
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Re: Best resource for PP backtesting?

Post by jason » Thu Sep 12, 2019 1:34 pm

Tyler wrote:
Wed Aug 21, 2019 10:41 am
PeaktoTrough.com still works fine for me. But if you're looking for other sources, Portfolio Charts has Permanent Portfolio data going back to 1970.
I think the problem with Peaktotrough is that if you try to run it for YTD (Jan 1 2019 through today) no results come up. It does seem to work if I do older date ranges. Is anyone else having the same issue? Also, the gold data does not seem to be updated for 2019 and possible not for 2018 either. Does anyone know what is going on with this?
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Re: Best resource for PP backtesting?

Post by stuper1 » Thu Sep 12, 2019 2:19 pm

At PeaktoTrough, if I click on the home tab at the top, it shows that gold and S&P500 prices haven't been updated since 10/31/17 and prices for Treasury assets since 12/8/17. Doesn't work for me.
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Re: Best resource for PP backtesting?

Post by Kbg » Thu Sep 12, 2019 5:39 pm

I had forgotten about the site and tried it as well, pretty sure it is a dead site now.
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Re: Best resource for PP backtesting?

Post by vnatale » Thu Sep 12, 2019 7:24 pm

Relatively new to the Forum but I'm gathering that the Tyler below and the Tyler here: https://portfoliocharts.com/about/....are one and the same?

Vinny
Tyler wrote:
Wed Aug 21, 2019 10:41 am
PeaktoTrough.com still works fine for me. But if you're looking for other sources, Portfolio Charts has Permanent Portfolio data going back to 1970.
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Kriegsspiel
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Re: Best resource for PP backtesting?

Post by Kriegsspiel » Thu Sep 12, 2019 7:28 pm

Yes.
To die, to sleep
To sleep, perchance to dream; ay, there's the rub
For in that sleep of death what dreams may come
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