SeriesMagCorrSyncOverlapThrough
Correlation
-79%
of values
In sync
53%
of periods
History
590
months · through 2026-03
These move opposite each other about 53% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~63% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Time Series
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Slipping tighter
The recent pattern is tighter than its long-run baseline — keep an eye on whether this sticks.
Tighter in drawdowns
The relationship is stronger when both prices are falling than when both are rising — typical risk-off behaviour.
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)
53.3%
Headline metric
Movement correlation(i)
-79%
Based on values
95% CI
-82% → -76%
Likely range of correlation
Pipeline
Pipeline Summary
590 paired data points survived the monthly window.
Raw input
807
12,297
Normalized
807
12,297
Prepared
807
591
Aligned
590
590
Invalid removed
Explore
R²(i)
63.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
590
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: -18 to 18 months.
Selected shift
No shift
Correlation at this shift
-79%
No shift — both series at their actual dates.
590 overlapping points at this shift
Baseline
-79%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-79%
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
+2%
116 periods · Return correlation when both series rose
Both Falling
+33%
17 periods · Return correlation when both series fell
Diverging
+3%
116 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
218
A: 217 / B: 1
Series A
Personal Consumption
PCE
FRED · 807 raw → 807 prepared
Series B
30Y Treasury Yield
DGS30
FRED · 12,297 raw → 591 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-0.0004
Linear regression slope.
Intercept
9.7717
Linear regression intercept.
Saved 2 days ago · ID: fred-dgs30_fred-pce_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.