sotnklag 1dρ +0.20holdout +0.27stable 75%$/day $225krobust
PCM PCM Fund, Inc.
- Last close
- 5.00
- 504-day return
- -20.06%
- Median $/day
- $250k
- Relationships shown
- 13
- Leader rank
- #508
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
PCM vs PDI
Both indexed to 100 at 2026-05-11.
Follows PCM
These tend to repeat PCM's moves later.
Moves with PCM
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.38beyond mkt +0.22holdout +0.53stable 100%robust
ρ +0.37beyond mkt +0.21holdout +0.58stable 88%robust
ρ +0.36beyond mkt +0.21holdout +0.54stable 75%robust
ρ +0.37beyond mkt +0.21holdout +0.49stable 100%robust
ρ +0.34beyond mkt +0.20holdout +0.53stable 88%robust
ρ +0.36beyond mkt +0.20holdout +0.56stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.63holdout +0.77stable 75%robust
horizon 10dρ +0.62holdout +0.59stable 88%robust
horizon 10dρ +0.59holdout +0.59stable 75%robust
horizon 10dρ +0.58holdout +0.64stable 88%robust
horizon 10dρ +0.57holdout +0.60stable 75%robust
horizon 10dρ +0.56holdout +0.67stable 62%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ +0.54recent +0.68prior +0.14beyond mkt +0.09
Δ +0.49recent +0.69prior +0.20beyond mkt +0.04
Δ +0.48recent +0.67prior +0.19beyond mkt +0.13
Δ +0.48recent +0.73prior +0.25beyond mkt +0.20
Δ +0.46recent +0.55prior +0.10beyond mkt +0.04
Δ +0.44recent +0.49prior +0.05beyond mkt +0.00