Loading market view
Loading market view
Loading correlations
Correlation
of values
+47%
In sync
of periods
50%
History
monthsmonths · through 2026-04
591
These move in the same direction about 50% of the time
Their swing sizes loosely line up (~22% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
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)
49.6%
Headline metric
Movement correlation(i)
+47%
Based on values
95% CI
+40% → +53%
Likely range of correlation
Pipeline
Pipeline Summary
591 paired data points survived the monthly window.
Raw input
808
12,322
Normalized
808
12,322
Prepared
808
593
Aligned
591
591
Invalid removed
R²(i)
21.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
591
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
+47%
No shift — both series at their actual dates.
591 overlapping points at this shift
Baseline
+47%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+47%
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
-17%
22 periods · Return correlation when both series rose
Both Falling
-17%
16 periods · Return correlation when both series fell
Diverging
-36%
19 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
219
A: 217 / B: 2
Series A
Personal Savings Rate
PSAVERT
FRED · 808 raw → 808 prepared
Series B
30Y Treasury Yield
DGS30
FRED · 12,322 raw → 593 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
49
Estimated crossover points between normalized spreads.
Slope
0.4482
Linear regression slope.
Intercept
2.9806
Linear regression intercept.
Saved last month · ID: fred-dgs30_fred-psavert_monthly_5y