Ch. 4 — The Portfolio Problem
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Pension-Aware Allocation Modeler

Compare a generic allocation to one built around your pension — and see what the difference is worth over time.

Step 1 — Pension Foundation

Your projected annual pension benefit at retirement
Combined pre-tax and after-tax investment accounts
Used to project portfolio growth before retirement
Pension bond-equivalent (at 5%): $1,080,000
Your pension provides the equivalent of a $1,080,000 bond. Your portfolio's job is to complement it — not duplicate it.

Step 2 — Current vs. Pension-Aware Allocation

What Most Advisors Build
Generic 60/40
Equity60%
Bonds40%
Return assumption5.5%/yr
Blended fee (typical 403b + advisor) 0.85%/yr
Net return: 4.65%/yr
Pension-Aware Approach
Pension-Aware 80/20
Equity80%
Bonds20%
Return assumption7.0%/yr
Pension-aware model blended ER 0.32%/yr
Net return: 6.68%/yr
ComponentAllocationRole
Broad market equity80%Evidence-based, factor-tilted
Trend-following strategy10%Crisis protection / drawdown buffer
Gold / inflation hedge2.5%Inflation + volatility hedge
Broad commodities7.5%Direct inflation linkage
Blended ER0.32%/yr
Advanced settings — override assumptions
Range: 70%–95%. Adjusts the model's equity weight.
Note: The pension-aware allocation model blended expense ratio is fixed at 0.32%/yr and is not overridable. This figure reflects the estimated weighted average ER of the model components and is the fee used throughout this illustration.