How Does the All Market Portfolio Perform?

I enjoyed reading Phil DeMuth’s recent book The Affluent Investor.  It’s a good overall read on asset allocation for the individual.  At one point he mentions an all market portfolio (from Picerno) that invests in all of the world asset classes in proportion to their market cap.

I thought I would add the allocations to the other allocations we posted a few months ago.  The All Market Lite is a simplified version with only three holdings.  

He also talks about cloning Pabrai in a recent Forbes article.  Out of curiosity, I tested Pabrai’s top 10 holdings courtesy of AlphaClone and found outperformance of about 8% since 2004 (although his fund started in 2000 I believe).  Not bad!