ρ +0.47beyond mkt +0.34holdout +0.49stable 88%robust
PFRL PGIM Floating Rate Income ETF
- Last close
- 49.19
- 504-day return
- +11.82%
- Median $/day
- $429k
- Relationships shown
- 16
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
PFRL vs TFLR
Both indexed to 100 at 2026-05-11.
Moves with PFRL
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.40beyond mkt +0.25holdout +0.46stable 88%robust
ρ +0.37beyond mkt +0.23holdout +0.32stable 75%robust
ρ +0.37beyond mkt +0.19holdout +0.38stable 88%robust
ρ +0.40beyond mkt +0.19holdout +0.43stable 88%robust
ρ +0.32beyond mkt +0.17holdout +0.33stable 75%robust
Moves against PFRL
ρ -0.40beyond mkt -0.12holdout -0.38stable 100%robust
ρ -0.36beyond mkt -0.10holdout -0.32stable 100%robust
ρ -0.32beyond mkt -0.07holdout -0.38stable 100%robust
ρ -0.34beyond mkt -0.05holdout -0.34stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.79holdout +0.68stable 50%moderate
horizon 10dρ +0.77holdout +0.68stable 75%robust
horizon 10dρ +0.68holdout +0.68stable 62%moderate
horizon 10dρ +0.68holdout +0.44stable 50%moderate
horizon 10dρ +0.65holdout +0.51stable 75%robust
horizon 10dρ +0.59holdout +0.52stable 75%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.59recent -0.31prior +0.28beyond mkt +0.01
Δ +0.52recent +0.54prior +0.01beyond mkt -0.02
Δ +0.48recent +0.49prior +0.01beyond mkt +0.04
Δ +0.44recent +0.47prior +0.04beyond mkt -0.06
Δ -0.43recent -0.31prior +0.11beyond mkt -0.12
Δ -0.42recent -0.38prior +0.05beyond mkt -0.00