Data -- Who to Believe!

General Discussion on the Permanent Portfolio Strategy

Moderator: Global Moderator

Post Reply
LC475
Executive Member
Executive Member
Posts: 437
Joined: Tue Oct 08, 2013 4:23 pm

Data -- Who to Believe!

Post by LC475 »

Why the discrepancy between the data on Bogleheads and from the Morningstar/Ibbotson Yearbook?  For example, the treasury bills on Boglehead (which just comes from Aswath Damodaran):

http://www.bogleheads.org/wiki/Treasury ... al_returns

1928 3.08%
1929 3.16%
1930 4.55%
1931 2.31%
1932 1.07%
1933 0.96%
...

Versus the data from Morningstar:

1928 3.56
1929 4.75
1930 2.41
1931 1.07
1932 0.96
1933 0.30


What gives?  Who is doing their arithmetic correctly?  And who is not?
LC475
Executive Member
Executive Member
Posts: 437
Joined: Tue Oct 08, 2013 4:23 pm

Re: Data -- Who to Believe!

Post by LC475 »

Any ideas anyone?  Is the Morningstar data good and Aswath/Boglehead just smoking crack and useless?
Post Reply