Percentile Analysis
Historical context: Where do values rank compared to all past observations?
Select Time Period
Most recent percentile rankings
Percentile Rankings — Latest
Inflation & Policy
CPI
2.87%
53.8%
Fed Funds
3.61%
45.4%
Bond Yields
10Y
4.39%
37.8%
2Y
4.39%
47.1%
3M
3.59%
39.5%
10Y-CPI
No data
10Y-2Y
0.00%
16.7%
10Y-3M
0.80%
35.2%
Equity Valuation
P/E-5yr
36.8x
98.4%
P/E-2yr
33.3x
96.2%
EY-5yr
2.72%
1.6%
EY-2yr
3.01%
3.8%
Equity Spreads
EYP-5yr
-0.87%
27.9%
EYP-2yr
-0.58%
21.9%
Real EY-5yr
-0.15%
14.8%
Real EY-2yr
0.14%
11.3%
Low (0-25th)
Below Avg (25-50th)
Above Avg (50-75th)
High (75-100th)
* Bond Yields, Equity Valuation, and Equity Spreads use reversed colors (higher is better)
10Y-CPI = 10Y Treasury - CPI
EYP = Earnings Yield - 3M Treasury | Real EY-5yr = (1/P/E-5yr) - CPI
CAPE (Shiller P/E) uses 10-year trailing inflation-adjusted earnings
💡 Key Insights for Latest
• Extreme Valuation (P/E-5yr): P/E-5yr at 98.4th percentile - historically elevated
Loading chart...