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The Rational Reminder Podcast: Daily Summaries Delivered
by Benjamin Felix, Cameron Passmore, and Dan Bortolotti
A weekly reality check on sensible investing and financial decision-making, from three Canadians. Hosted by Benjamin Felix, Cameron Passmore, and Dan Bortolotti, Portfolio Managers at PWL Capital.
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- Yesterday49 min
Ben Carlson: Investing at All-Time Highs | #412
In this episode, we are joined by Ben Carlson, Director of Institutional Asset Management at Ritholtz Wealth Management and author of Risk & Reward, for a wide-ranging conversation about market history, investor psychology, and the realities of long-term investing. Ben brings his trademark blend of data-driven thinking and plainspoken storytelling to topics like market crashes, inflation, diversification, and why investors are so tempted to time the market. We explore the lessons from Japan's historic asset bubble, the lingering impact of the Great Depression, and why diversification remains one of the few true free lunches in investing. Ben also explains the difference between volatility and risk, why the stock market is not the economy, and how investor behavior—not market performance—is often the biggest determinant of success. Along the way, we discuss inflation hedges, lost decades, speculative behavior, and the psychological challenge of staying invested through inevitable downturns. Key Points From This Episode: Introducing Ben Carlson, his new book Risk & Reward, and his long-running blog A Wealth of Common Sense. Why investors shouldn't panic about investing at all-time highs. The Japanese bubble and crash as one of history's biggest market anomalies. Why Japan's long-term returns look very different when viewed over 50 years. Lessons from the Great Depression and the worst stock market crash in U.S. history. Why the best long-term returns often follow the worst crashes. The role of diversification and self-awareness in managing portfolio risk. Defining investment success by achieving personal goals—not beating benchmarks. Why inflation feels so painful psychologically for investors and households. Ben's three favorite long-term inflation hedges: human capital, housing, and stocks. Why market timing is psychologically seductive—and so difficult to execute successfully. Why handling losses is the single most important skill in investing. How devastating the economic side of the Great Depression really was. What policymakers learned from the Great Depression and 2008. The difference between recessionary and non-recessionary bear markets. Why the biggest up days and down days tend to cluster together in bear markets. Preparing for inevitable bear markets with a durable long-term plan. Why the stock market and the economy can diverge dramatically. The difference between volatility and risk—and why risk is often personal. Why comparing the stock market to a casino is fundamentally wrong. How modern investing platforms encourage speculative behavior. How extreme Japan's 1980s asset bubble became before collapsing. The most important diversification lessons from Japan's lost decades. How common "lost decades" actually are in stock market history. Three dimensions of diversification: geography, asset class, and strategy. Why there is no perfect portfolio—only the right portfolio for you. Common ways investors lose money in markets. Why investors should be skeptical of billionaire market predictions. Ben's evolving definition of success and raising good, kind children. Links From Today's Episode: Meet with PWL Capital: https://calendly.com/d/3vm-t2j-h3p Rational Reminder on iTunes — https://itunes.apple.com/ca/podcast/the-rational-reminder-podcast/id1426530582. Rational Reminder on Instagram — https://www.instagram.com/rationalreminder/ Rational Reminder on YouTube — https://www.youtube.com/channel/ Benjamin Felix — https://pwlcapital.com/our-team/ Benjamin on X — https://x.com/benjaminwfeli
- 1 weeks ago1h 17m
Market Simulations & Financial Planning | #411 (John Yang)
In this episode, Ben Felix and Braden Warwick unpack the surprisingly complex world of expected return modeling and why it matters so much for retirement projections, portfolio construction, and financial advice. They explain how PWL Capital currently estimates expected returns across asset classes, why traditional Monte Carlo methods relying on Gaussian distributions may miss important market behaviors, and how new research could improve the realism of long-term financial planning simulations. The conversation also explores a fascinating collaboration between PWL and Columbia Engineering student John Yang, who worked with Professor Michael Robbins on a project to build more realistic synthetic return data for financial planning. John explains how his team used empirical distributions, t-copulas, and Extreme Value Theory to better capture market crashes, fat tails, and asset co-movements during periods of stress. Ben and Braden then analyze how these improved simulation methods affect financial planning outcomes, sustainable spending estimates, and projections for long-term wealth accumulation. Key Points From This Episode: Introduction to expected return modeling and why it matters for financial planning. The importance of volatility, correlations, distribution shape, and time-series behavior in portfolio projections. How Scott Cederburg's research on block bootstrapping influenced PWL's thinking on simulations. Introduction to Columbia Engineering student John Yang and the industry research collaboration. How Conquest Planning allows PWL to upload custom return simulations. A new PWL client's detailed reasoning for moving from DIY investing to working with an advisor. Why financial planning and Monte Carlo simulations were central to the client's decision. Cross-border financial complexity and the value of professional advice. Estate planning, cognitive decline, and the role of trusted financial relationships. Research on cognitive decline and its impact on financial decision-making. Delegation, accountability, and reducing mental overhead through advisory relationships. Why the client chose PWL specifically and the appeal of evidence-based investing. Ben and Braden discuss the perceived disconnect between online discourse and demand for AUM advisors. Overview of PWL's methodology for estimating expected returns across asset classes. How PWL combines historical returns with market-implied expected returns. The use of factor premiums and expected return composition in taxable projections. Why PWL previously relied on Gaussian multivariate normal distributions for simulations. Arithmetic vs. geometric mean returns and why the distinction matters. A simple example illustrating volatility drag. Why diversification benefits must be incorporated into expected portfolio returns. How correcting portfolio math improved expected return estimates by 20–30 basis points. Transition to John Yang's interview and introduction to synthetic data generation. John explains the limitations of Gaussian return assumptions. Why realistic sequences of returns matter for retirement planning. Empirical evidence that returns are not truly random. The three modeling challenges: unique asset behavior, realistic co-movement, and tail risk. Separating marginal distributions from dependency structures in the modeling process. Using a t-copula to better model asset co-movement during market stress. Why historical data alone struggles to capture rare crisis events. Applying Extreme Value Theory and Generalized Pareto Distributions to model tail risk. How Monte Carlo simulations generate many realistic future return paths. Imposing forward-looking expected returns and volatility assumptions onto the simulations. How the new framework better preserves skewness and kurtosis. Evaluating the new model using marginal shape, tail behavior, and co-movement scores. Why the new model significantly imp
- 2 weeks ago58 min
Economist: The State of Investing in 2026
In this episode, we are joined by Shelly Antoniewicz, Chief Economist at the Investment Company Institute (ICI), for a data-rich exploration of the modern fund industry. Shelly walks us through the staggering scale of global regulated funds, how ETFs and mutual funds shape capital allocation, and why the rise of indexing may not be as disruptive as critics fear. We discuss the growth of ETFs versus mutual funds, increasing concentration among large fund sponsors, and how financial advisors are reshaping portfolios around low-cost investment products. Shelly also explains why fund fees keep falling, how 401(k) plans have democratized investing for middle-class households, and why investor choice remains central to healthy capital markets. Along the way, we unpack active ETFs, intraday liquidity, interval funds, private credit exposure, and the evolving role of retail investors in financial markets. Key Points From This Episode: Introducing Shelly Antoniewicz and the role of the Investment Company Institute. The Investment Company Fact Book and why it has become a foundational resource for fund industry data. Regulated funds globally now account for roughly $88 trillion in assets. The U.S. market contains nearly 17,000 investment companies across mutual funds, ETFs, and related structures. U.S. equity funds alone hold roughly $27 trillion in assets. More than half of mutual fund and ETF assets are now in index strategies. Why index funds still represent only a minority share of the overall U.S. stock market. What academic research says about indexing's impact on price discovery and market efficiency. There are nearly 770 fund sponsors in the U.S., though industry concentration continues to rise. ETF sponsors experienced enormous inflows in 2025, with 90% receiving net new cash. Why the largest fund complexes now control a much larger share of industry assets. Compliance costs and regulation as drivers of industry consolidation. Falling expense ratios as evidence that the industry remains highly competitive. How investor flows often reflect rebalancing behavior rather than performance chasing. Why ETF investors highly value intraday liquidity, even if most do not actively trade. Research on ETF trading behavior among younger investors and retail participants. The massive shift from actively managed U.S. equity mutual funds toward indexed products. How financial advisors increasingly use model portfolios built around ETFs. Why active ETFs exploded in popularity after the ETF rule streamlined launches. The growing distinction between ETF wrappers and investment strategies themselves. Leveraged and niche ETF products, investor choice, and financial education. More than half of U.S. households now own regulated investment funds. How 401(k) plans dramatically increased middle-class participation in capital markets. Households remain the dominant owners of mutual fund assets. The demographic profile of the typical mutual fund-owning household. ETF-owning households tend to skew younger, wealthier, and more risk tolerant. Mutual fund assets continue to grow despite persistent outflows toward ETFs. How investor risk tolerance changes with age and market conditions. Economies of scale and the continued decline in fund fees. Interval funds, BDCs, and the rise of regulated private credit products. Redemption caps and liquidity management inside interval funds. Shelly reflects on the enduring popularity of the Investment Company Fact Book. Shelly's definition of success: raising children who tell you they love you. Links From Today's Episode: Meet with PWL Capital: https://calendly.com/d/3vm-t2j-h3p Rational Reminder on iTunes — https://itunes.apple.com/ca/podcast/the-rational-reminder-podcast/id142653058
- 3 weeks ago1h 15m
Episode 409: Investment Banker - What Private Equity Doesn't Tell You
In this episode, we are joined by Jeff Hooke, former investment banking, private equity, and private debt executive turned academic critic of alternative investments, for a rigorous and provocative examination of private equity, private credit, and institutional investing. Jeff draws on decades of experience in finance and years of academic research to challenge many of the assumptions driving institutional and retail allocations to private markets. We discuss why pension plans and endowments continue pouring capital into alternatives despite evidence of underperformance, how private market valuations can obscure true risk, and why the fee structures embedded in private funds create enormous hurdles for investors. Jeff explains the methodological challenges of benchmarking private investments, the role of investment consultants and industry incentives, and why illiquidity and opaque reporting make private assets especially difficult for retail investors to evaluate. Along the way, we explore survivorship bias, public market equivalents, unrealized valuations, and the growing push to bring private assets into retirement portfolios. This conversation is an in-depth look at the incentives, risks, and realities shaping the modern alternatives industry. Key Points From This Episode: Introduction to Jeff Hooke and the focus on private equity, private credit, and alternative investments. Why institutions and retail investors continue allocating heavily to alternatives. What institutional investors are and how pension plans and endowments operate. Why institutional staff may prefer complexity over simple index investing. How early private equity outperformance fueled lasting enthusiasm for alternatives. Why trustees often rely heavily on staff and consultants for investment decisions. The social and psychological appeal of "exotic" investments. Why institutional investors often resist criticism of private markets. The CalPERS example: underperforming a simple 60/40 index despite complexity. The role investment consultants play as institutional "gatekeepers." Why many pension plans and endowments may have underperformed due to alternatives. Findings from The Grand Experiment and research on private equity fund performance. Why institutions struggled to replicate Yale's endowment success under David Swensen. Gross versus net performance in private equity—and the impact of fees. The extreme dispersion between top- and bottom-performing private equity funds. The weak persistence of private equity manager outperformance. Why private investments expanded rapidly after the Global Financial Crisis. The illusion of smoother returns in private markets due to subjective valuations. Why benchmarking private equity performance is methodologically difficult. How private market data can support conflicting performance narratives. Why public market equivalent (PME) is one of the best benchmarking approaches. Survivorship bias and non-reporting funds in private market databases. The rise of private credit and its role in financing leveraged buyouts. Findings from Jeff's private credit research: no evidence of outperformance versus public ETFs. Jeff's response to Cliffwater's critique of his private credit paper. Why retail investors may underestimate the risks and costs of private alternatives. Conflicts of interest and fee incentives in wealth management distribution. The impact of unrealized valuations and unsold holdings on reported returns. Why many private equity funds still hold large unrealized positions after a decade. Whether private equity ownership actually improves company operations. The major liquidity risks facing retail investors in private funds. Canadian private real estate funds, gating, and redemption problems. Comparing private market fees to ultra-low-cost public index funds. The long-term impact of bringing private assets into retail retirement accounts. How much "play money" investors should allocate to specul
- 4 weeks ago1h 14m
Episode 408: Elroy Dimson – Investing & Optimism
In this episode, we are joined by Elroy Dimson, Professor of Finance at Cambridge Judge Business School and co-creator of the Dimson-Marsh-Staunton (DMS) dataset, for a sweeping and deeply insightful conversation on financial history, market behavior, and the evolution of global investing. Elroy walks us through the origins of the groundbreaking Triumph of the Optimists, the challenges of assembling over 100 years of global return data, and the critical biases that once shaped our understanding of markets. We explore how expanding beyond U.S.-centric data reshaped expectations for the equity risk premium, why economic growth doesn't necessarily translate into higher stock returns, and what history reveals about diversification, factor investing, and investor behavior. Elroy also shares lessons from his work with major institutions like Norway's sovereign wealth fund, discusses the surprising long-term outperformance of railways, and offers a grounded perspective on future expected returns. This episode is a masterclass in using history to inform better financial decisions. Key Points From This Episode: Introduction to Elroy Dimson and the significance of the DMS dataset. Why understanding financial history is essential for thinking about the future. The origin story of Triumph of the Optimists and assembling global return data. How long-term datasets are built from academic and commercial sources. Survivorship bias in historical indices and why it matters. "Easy data bias" and how it leads to overstated historical returns. Accounting for failed markets and geopolitical disruptions in global data. How global data changed expectations for the equity risk premium. Why 20th-century equity returns were a "pleasant surprise." U.S. market dominance and the challenge of extrapolating its success. Market composition in 1900 and the dominance of railway stocks. Why railways outperformed despite shrinking market share. The surprising disconnect between economic growth and stock returns. Why investing in recovering markets requires extreme patience and conviction. Value investing: historical success and recent struggles. Why economic growth benefits many—but not necessarily stock investors. The long-term benefits of global diversification. Why diversification reduces risk—but doesn't create returns for everyone. Explaining persistent home country bias among investors. Industry diversification becoming more important over time. The rise and evolution of size, value, and momentum factors. Why factor premiums should be monitored—not blindly followed. The equity risk premium: why it's crucial—and uncertain. A realistic estimate: ~3% equity risk premium going forward. Translating that into ~5% real expected equity returns. Staying optimistic: invest long-term and live modestly. The risk of pessimism: losing purchasing power in safe assets. The evolving role of bonds as diversifiers. Why market timing is a losing strategy. Elroy's definition of success: happy children and grandchildren. Links From Today's Episode: Meet with PWL Capital: https://calendly.com/d/3vm-t2j-h3p Rational Reminder on iTunes — https://itunes.apple.com/ca/podcast/the-rational-reminder-podcast/id1426530582. Rational Reminder on Instagram — https://www.instagram.com/rationalreminder/ Rational Reminder on YouTube — https://www.youtube.com/channel/ Benjamin Felix — https://pwlcapital.com/our-team/ Benjamin on X — https://x.com/benjaminwfelix Benjamin on LinkedIn — https://www.linkedin.com/i
- Apr 30, 20261h 18m
Episode 407: Michael Kothakota - The Shape of Financial Planning
In this episode, we are joined by Michael Kothakota for a deeply technical and thought-provoking conversation on interdependent integrative financial planning theory. Drawing from his background in academic research and real-world advisory practice, Michael introduces a mathematical framework designed to capture the full complexity of financial planning—where decisions across domains like taxes, investments, and estate planning are interconnected and constantly evolving. We explore why traditional economic models fall short in capturing the individualized and multi-dimensional nature of financial planning, and how Michael's approach uses tools like multi-objective optimization and dynamic programming to better reflect reality. He explains how client preferences, time-varying priorities, and uncertainty all interact within the model—and why even identical financial situations can lead to very different optimal decisions. This episode is a deep dive into the mechanics of financial advice, offering a new lens on how planners can create value by integrating decisions across domains and aligning them with what clients truly care about. Key Points From This Episode: Introduction to the episode and why this topic leans heavily into financial planning complexity. The core takeaway: integrating all financial planning domains leads to better outcomes than siloed advice. What interdependent integrative financial planning theory is—and why interdependencies matter. Why traditional economic theories like portfolio optimization and consumption smoothing fall short. The central insight: financial planning must account for structure, preferences, and time. Modeling financial planning as a complex, preference-weighted system over time. Why identical financial situations can still lead to different optimal advice. Multi-objective optimization and the competing goals within financial planning. The role of dynamic programming in solving sequential financial decisions. Evidence on whether financial planners improve client outcomes—and the limitations of existing data. The architecture of the model: structural tensor, priority weights, and discount matrix. Why financial planning is "non-smooth" and filled with constraints and trade-offs. How changing strategies over time are captured through evolving "strategy spaces." The six financial planning domains and their respective objective functions. The priority matrix: quantifying what clients actually care about. Discount rates and urgency—how priorities shift over time and with life events. Why financial planning must account for uncertainty and changing preferences. The role of financial planners in shaping and educating client priorities. The four-tier architecture that combines structure, preferences, and urgency. Capturing uncertainty: endogenous vs. exogenous risks and planning for shocks. Theoretical results: integration premium and value loss from misaligned advice. Practical takeaway: always consider cross-domain effects when giving advice. Real-world example of value destruction from siloed expert advice. Why the value of integration scales with complexity—not just wealth. The enduring importance of human financial planners in navigating complexity. Links: Meet with PWL Capital: https://calendly.com/d/3vm-t2j-h3p Rational Reminder on iTunes — https://itunes.apple.com/ca/podcast/the-rational-reminder-podcast/id1426530582. Rational Reminder on Instagram — https://www.instagram.com/rationalreminder/ Rational Reminder on YouTube — https://www.youtube.com/channel/ Benjamin Felix — https://pwlcapital.com/our-team/ Benjamin on X — https://x.com/benja
- Apr 23, 20261h 10m
Episode 406: When Massive Private Companies Go Public
In this episode, the Rational Reminder team unpacks the mechanics and implications of mega IPOs like SpaceX, OpenAI, and Anthropic potentially entering public indices. They explore how index funds handle IPO inclusion, why newly public stocks tend to underperform, and how structural features of indexing can lead to systematically buying high and selling low. The conversation dives into academic research on IPO returns, the role of free float in index construction, and how evolving market dynamics are forcing index providers to reconsider long-standing rules. They also examine alternative approaches from firms like Dimensional and Avantis, and whether investors are truly missing out by not accessing private markets. This episode blends market structure, empirical evidence, and investor behaviour into a nuanced look at one of the most talked-about investing topics today. Key Points From This Episode: Introduction to the Rational Reminder Podcast and hosts. PWL Capital expands to Vancouver through partnership with Macdonald Shymko & Company. Main topic: "Mega IPOs" and concerns about index fund exposure. Why large private companies going public matters for index investors. Index funds aim to represent markets—not optimize returns. Massive scale of index funds and implications for IPO demand. Why IPOs tend to have low expected returns. How index inclusion rules differ (S&P 500 vs total market indices). Research on "fast-track" IPO inclusion and front-running effects. Why mega IPOs may amplify existing inefficiencies. Important reminder: indexing trade-offs are small and structural—not fatal. Potential solutions like pre-allocating IPO shares to index funds. The role of free float in determining index weight. NASDAQ rule changes and implications for low-float mega IPOs. Conflict of interest concerns in index rule changes. Why index providers may need to evolve with changing markets. Historical changes to index methodology (e.g., float adjustment). Why IPOs are historically poor investments ("new issues puzzle"). Evidence from Dimensional on IPO underperformance. IPOs behave like "junk" stocks (small, unprofitable, high growth). Low-float IPOs and extreme underperformance data. High valuations (price-to-sales) linked to worse IPO outcomes. Index rebalancing as systematic "bad market timing." Dimensional vs Avantis approaches to IPO inclusion. Trade-offs and tracking error across different strategies. Importance of investor discipline amid changing narratives. Are investors missing out on private markets? Risks and costs of accessing private shares (SPVs, fees, fraud). Indirect exposure to private companies through public equities. Final takeaway: index investing already captures most opportunities. Wrap-up: IPOs are a known cost—not a reason to abandon indexing. Links: Meet with PWL Capital: https://calendly.com/d/3vm-t2j-h3p Rational Reminder on iTunes — https://itunes.apple.com/ca/podcast/the-rational-reminder-podcast/id1426530582. Rational Reminder on Instagram — https://www.instagram.com/rationalreminder/ Rational Reminder on YouTube — https://www.youtube.com/channel/ Benjamin Felix — https://pwlcapital.com/our-team/ Benjamin on X — https://x.com/benjaminwfelix Benjamin on LinkedIn — https://www.linkedin.com/in/benjaminwfelix/ Cameron Passmore — https://pwlcapital.com/our-team/ Cameron on X — https://x.com/CameronPassmore <p dir="l
- Apr 16, 20261h 3m
Episode 405: Timothy Edwards - Inside S&P DJ Indices
What if the decades-long debate between active and passive investing wasn't really a debate—but a data problem? In this episode, Ben Felix and Cameron Passmore are joined by Tim Edwards, Managing Director and Global Head of Index Investment Strategy at S&P Dow Jones Indices, for a deep dive into the SPIVA Scorecard—the industry's most enduring and data-driven comparison of active versus passive investing. Tim explains how SPIVA has evolved over 25 years, why survivorship bias matters more than most investors realize, and what the data consistently shows across markets: most active funds underperform their benchmarks—especially over longer time horizons. The conversation goes beyond the headline results, exploring persistence (or lack thereof) in manager performance, why bond funds don't escape the same fate, and whether combining active funds improves outcomes (spoiler: not really). They also tackle common critiques of indexing, including index rebalancing costs, IPO inclusion concerns, and the role of index funds in market concentration. Key Points From This Episode: Introduction to the SPIVA report and its long-standing role in the indexing vs. active debate Overview of the episode: SPIVA, index behavior, IPOs, and market concentration What SPIVA is and how it measures active fund performance versus benchmarks Why SPIVA was created: to inform—not settle—the active vs. passive debate How SPIVA has evolved across regions, asset classes, and research dimensions Controlling for survivorship bias and why it materially affects results Real-world survivorship rates: ~50–60% of funds survive over 10 years Core finding: most active funds underperform, especially over longer horizons Comparison of equity vs. bond funds: slightly better outcomes in bonds, but still mostly underperformance Structural differences in equity vs. bond markets (e.g., skewness, dispersion) Typical survivorship rates across markets and how crises affect fund closures Persistence analysis: past winners rarely remain winners Global variation: some markets (e.g., international small caps) show slightly better active results "Better" doesn't mean good: even in stronger categories, most funds still underperform Do active funds perform better in down markets? Not consistently Multi-asset portfolios of active funds: 97% underperform over 10 years Selecting top-quartile funds improves outcomes slightly—but not meaningfully Surprising findings in SPIVA and how market dynamics shape results Impact of SPIVA on industry behavior and investor education Ben shares how SPIVA influenced his own career path toward indexing The "index effect" and whether index rebalancing creates performance drag Why the index effect has largely diminished due to market competition and liquidity Research on IPO inclusion and whether index rules create systematic return drag How S&P handles IPO inclusion (e.g., 12-month seasoning rule for S&P 500) Whether index methodology could evolve due to larger modern IPOs Addressing concerns about large IPOs entering index funds Historical perspective on market concentration and today's top-heavy indices What happened to past top-10 companies: many declined, but markets still thrived Creative destruction: why markets can succeed even when leaders fail Weak relationship between market concentration and future returns None of today's top companies were top companies in the 1960s Key takeaway: markets evolve, and cap-weighted indices adapt automatically Concerns about index fund growth and its impact on market function Benefits of indexing: lower fees and often better investor outcomes Timing the market: why waiting for a bigger drop tends to hurt returns "Time in the market" vs. "timing the market" Tim's favorite index: the DSPX dispersion index Defining success: why happiness is the ultimate metric Links: Meet with PWL Capital: https://calendly.com/d/3vm-t2j-h3p Rational Reminder on iTunes — https://itunes.apple.com/ca/podcast/the-rational-reminder-podcast/id1426530582. Rational
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About The Rational Reminder Podcast
A weekly reality check on sensible investing and financial decision-making, from three Canadians. Hosted by Benjamin Felix, Cameron Passmore, and Dan Bortolotti, Portfolio Managers at PWL Capital.
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