Correlation Analysis
BERKSHIRE HATHAWAY Class B vs PCE
BRK.B vs PCE
+0.928
Very strong positive
When one moves up, the other tends to follow.
BERKSHIRE HATHAWAY Class B
↗BRK.B
Berkshire Hathaway is a holding company with a wide array of subsidiaries engaged in diverse activities. The firm's core business segment is insurance, run primarily through Geico, Berkshire Hathaway Reinsurance Group, and Berkshire Hathaway Primary Group. Berkshire has used the excess cash thrown off from its operations to acquire Burlington Northern Santa Fe (railroad), Berkshire Hathaway Energy (utilities and energy distributors), and the companies that make up its manufacturing, service, and retailing operations (which include Precision Castparts, Lubrizol, Clayton Homes, Marmon, and IMC/ISCAR). The conglomerate is unique in that it is run on a completely decentralized basis. Berkshire is expected to generate close to $375 billion in revenue in 2025.
Market cap 1T
PCE
PCE
Time Series
Relative Performance
Who Moves First
PCE leads BRK.B by 5 months
PCE tends to move before BRK.B.
After testing 13 timing shifts, the strongest relationship was +0.929 (they moved in the same direction).
Stability
Rolling Correlation
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Do They Crash Together?
Correlation by Market Regime
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
-0.138
24 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-0.286
11 periods · Return correlation when series moved apart
R-Squared
86.1%
Share of variance in one series explained by the other.
Trend Agreement
66.7%
How often both series moved in the same direction period-to-period.
Overlap Quality
58
Thin shared window — 58 usable pairs.
Significance
p < 0.001
95% CI: [0.881, 0.957]
Scatter
XY Regression
Pipeline
Data quality details
Pipeline
Data quality details
Pipeline Summary
58 paired data points survived the monthly window.
Raw input
1,254
805
Normalized
1,254
805
Prepared
61
805
Aligned
58
58
Invalid removed
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
750
A: 3 / B: 747
Series A
BERKSHIRE HATHAWAY Class B
BRK.B
Market cap 1T
Stock · 1,254 raw → 61 prepared
Series B
PCE
FRED · 805 raw → 805 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
18.0597
Linear regression slope.
Intercept
12152.4765
Linear regression intercept.
Related Extremes
Highest and Lowest Correlated
Saved 8 hours ago · ID: stock-brk-b-vs-fred-pce-monthly-20260408-t367vt