SeriesMagCorrSyncOverlapThrough
Correlation
+100%
of values
In sync
84%
of periods
History
77
days · through 2026-01-01
These move in the same direction about 84% of the time
When one swings, the other almost always swings by a closely matched amount (~99% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Advanced
Statistics
In sync(i)
84.2%
Headline metric
Movement correlation(i)
+100%
Based on values
95% CI
+99% → +100%
Likely range of correlation
Pipeline
Pipeline Summary
77 paired data points survived the daily window.
Raw input
231
317
Normalized
231
317
Prepared
231
317
Aligned
77
77
Invalid removed
Explore
Top 5 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.
R²(i)
99.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
77
Thin
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+100%
No shift — both series at their actual dates.
77 overlapping points at this shift
Baseline
+100%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+100%
A non-zero peak suggests one series lines up better when shifted against the other.
Do They Crash Together?
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
+95%
58 periods · Return correlation when both series rose
Both Falling
+97%
6 periods · Return correlation when both series fell
Diverging
-77%
12 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
394
A: 154 / B: 240
Series A
Real Personal Consumption
PCEC96
FRED · 231 raw → 231 prepared
Series B
Real gross domestic product per capita
A939RX0Q048SBEA
FRED · 317 raw → 317 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
2.9622
Linear regression slope.
Intercept
21050.3749
Linear regression intercept.
Saved yesterday · ID: fred-a939rx0q048sbea_fred-pcec96_5y