Correlation
+98%
of values
In sync
91%
of periods
History
77
days · through 2026-01-01
These move in the same direction about 91% of the time
When one swings, the other almost always swings by a closely matched amount (~96% 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.
Advanced
Statistics
In sync(i)
90.8%
Headline metric
Movement correlation(i)
+98%
Based on values
95% CI
+97% → +99%
Pipeline
Pipeline Summary
77 paired data points survived the daily window.
Raw input
231
352
Normalized
231
352
Prepared
231
352
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.
Likely range of correlation
R²(i)
96.2%
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
+98%
No shift — both series at their actual dates.
77 overlapping points at this shift
Baseline
+98%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+98%
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
+7%
69 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-22%
7 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
429
A: 154 / B: 275
Series A
Real Personal Consumption
PCEC96
FRED · 231 raw → 231 prepared
Series B
Potential GDP
GDPPOT
FRED · 352 raw → 352 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
5
Estimated crossover points between normalized spreads.
Slope
1.2041
Linear regression slope.
Intercept
3757.4813
Linear regression intercept.
Saved yesterday · ID: fred-gdppot_fred-pcec96_5y