Permanent Portfolio data

General Discussion on the Permanent Portfolio Strategy

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vnatale
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Permanent Portfolio data

Post by vnatale » Fri Nov 29, 2019 8:10 pm

What are your favorite proxies for each of the four Permanent Portfolio components? I assume simply the spot prices for gold would be sufficient? But I can see that there may be several possibilities for each of the other three components?

What are the URL's for each of theses components for daily prices for as far back as possible (last 50 years or so)?

Are there currently any resources that attempt to show in one table for all four components?

Thanks

Vinny
"I only regret that I have but one lap to give to my cats."
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vnatale
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Re: Permanent Portfolio data

Post by vnatale » Fri Nov 29, 2019 8:57 pm

I found this for "Historical London Fix Prices" https://www.kitco.com/gold.londonfix.html

It has daily AM / PM prices for Gold from today back through 1996.

However, here: https://fred.stlouisfed.org/series/GOLDPMGBD228NLBM

Gives me a graph from April 1, 1968 through today. But more importantly it gives the ability to download each day's prices into an Excel worksheet.
Any reason to NOT use the prices in this worksheet as my daily gold prices?

Seems obviously I should but want to know if somehow I am missing anything. This seemed too easy.

Vinny
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KevinW
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Re: Permanent Portfolio data

Post by KevinW » Tue Dec 03, 2019 1:46 pm

I use the 4 ETF tickers that are "purest" analogues for the PP assets, breaking ties with expense ratio or volume. Currently I'm using: VTI, TLT, GLDM, BIL
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Re: Permanent Portfolio data

Post by Kbg » Tue Dec 03, 2019 2:00 pm

Depending on what you are doing make sure non gold data is dividend adjusted or you will have garbage for results.
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Re: Permanent Portfolio data

Post by vnatale » Sat Dec 07, 2019 6:29 pm

Kbg wrote:
Tue Dec 03, 2019 2:00 pm
Depending on what you are doing make sure non gold data is dividend adjusted or you will have garbage for results.
I want to be able to know what is the rate of return for various time periods on a total return basis, which, as you point out, should include dividends received.

For a handful of Vanguard Index funds I can do that for any two dates between January 2003 and now. I made investments in several Vanguard index funds one day in January 2003 and they have been completely untouched since then - no withdrawals or additional investments. Only reinvested dividends.

Therefore, I'm assuming that is what I seeking, something similar?

Now that I've clarified, do you have any recommendations for the four Permanent Portfolio components?

Vinny
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Re: Permanent Portfolio data

Post by Kbg » Sat Dec 07, 2019 8:55 pm

Tiingo.com has free dividend adjusted data IIRC.

An easy way to check is to look at a current price and go back in time and normally the prices will get ever smaller.
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Re: Permanent Portfolio data

Post by vnatale » Sat Dec 07, 2019 9:41 pm

Kbg wrote:
Sat Dec 07, 2019 8:55 pm
Tiingo.com has free dividend adjusted data IIRC.

An easy way to check is to look at a current price and go back in time and normally the prices will get ever smaller.
Thanks.

Just signed up for it.

Vinny
"I only regret that I have but one lap to give to my cats."
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