SeriesMagCorrSyncOverlapThrough
Correlation
-53%
of values
In sync
55%
of periods
History
279
weeks · through 2026-09
These move opposite each other about 55% of the time
Their swing sizes loosely mirror each other (~28% of the pattern is shared).
A faint pattern — interesting as colour, not strong enough to act on alone.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Unusual right now
Recently tighter than usual — the pair is behaving differently than its long-run pattern.
Personal Savings Rate moves ~9 weeks before 10Y Real Yield
Watch Personal Savings Rate for an early read on 10Y Real Yield.
Decouples in drawdowns
The relationship weakens when both prices are falling — don't count on this pair as a hedge under stress.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Advanced
Statistics
In sync(i)
55.3%
Headline metric
Movement correlation(i)
-53%
Based on values
95% CI
-61% → -44%
Likely range of correlation
Pipeline
Pipeline Summary
279 paired data points survived the weekly window.
Raw input
5,836
807
Normalized
5,836
807
Prepared
1,218
807
Aligned
279
279
Invalid removed
Explore
R²(i)
28.4%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
279
Robust
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: -12 to 12 weeks.
Selected shift
-9 weeks
Correlation at this shift
-64%
+10% stronger than no-shift baseline
Personal Savings Rate shifted 9 weeks later. Reads: "Does 10Y Real Yield today line up with Personal Savings Rate 9 weeks ago?"
270 overlapping points at this shift
Baseline
-53%
No-shift correlation, matching the main time-series chart above.
Peak shift
-9 weeks
-64%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
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
+24%
54 periods · Return correlation when both series rose
Both Falling
-2%
68 periods · Return correlation when both series fell
Diverging
-15%
127 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
1,467
A: 939 / B: 528
Series A
10Y Real Yield
DFII10
FRED · 5,836 raw → 1,218 prepared
Series B
Personal Savings Rate
PSAVERT
FRED · 807 raw → 807 prepared
Sign agreement
82.8%
How often both values share the same sign.
Zero crossings
16
Estimated crossover points between normalized spreads.
Slope
-1.7473
Linear regression slope.
Intercept
7.5154
Linear regression intercept.
Saved 3 days ago · ID: fred-dfii10_fred-psavert_5y
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.