I did that at Amazon, and it didn't help me too much, since basically my entire org got burned to the ground after our VP lost a fight with another VP. Proving I did my job for the year I got a bad performance review didn't really mean anything when 4 layers of management above me all disappeared.

It did help at Microsoft, though. They tried to PIP me, and I gave them a paper trail a mile long proving that I was working exactly to specification.. We ended up settling on a few months' salary for me to leave.

In retrospect, though, I wish I'd just gotten out of Amazon as soon as the more senior people started scurrying out of my org. I wish I'd quit Microsoft a couple of weeks in when I realized what a Faustian bureaucracy it was, haha. Life's too short to work at terrible jobs, and trying to keep a paper trail like that is too stressful.

Semi-related, I live beneath my means and had many months' worth of liquid savings, which was an enormous help to my peace of mind. I was able to take a year off and relax after I ended up quitting Microsoft, and then find a new job I actually enjoyed with no rush.