Subject: Re: Portfolio123
Thx all for the responses. Right now P123 is telling me there's a 25% discount for the first year for the 20-year backtest plan.
Instead of $2400/yr it's $1800. Not so bad a premium over the 10 year plan.

For comparison between GTR1 and P123, I plan on looking at the correlation of monthly excess returns (monthly return minus benchmark return). I will also compare CAGR across multiple screens. I expect P123 and GTR1 to match close enough for my purposes.

I am interested to see what you find. For screens that are picking stocks, I tend to want to see pretty good agreement in which tickers are picked.
That is a tall order, given the differences in universes (non-OTC at P123 vs GTR1), lags, and myriad other details.
I did not get what I consider to be great agreement between P123 and GTR1 for the screen I worked on the most.
It had decent CAGR in both, but the picks were almost completely different.

And I read that blog post on backtest length, and saw that P123 usually considers 10 years to be near optimum.
Seemed odd - here, it's always been "the longer the better" which makes intuitive sense.


Mark