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fix 'calendar_return' function in table.py #11

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fix 'calendar_return' function in table.py #11

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2 changes: 1 addition & 1 deletion performanceanalytics/table/table.py
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Original file line number Diff line number Diff line change
Expand Up @@ -65,7 +65,7 @@ def calendar_returns(data_series, manager_col=0, index_cols=None, as_perc=False)
idx = '-'.join([str(y), str(m)])
# see if the index is in there
if idx in _s.index:
df.iloc[mc][y] = _s[idx]
df.iloc[mc][y] = np.prod(1+_s[idx].dropna()) - 1

# we now have the data frame, now we can append the annual returns as the last row
annual_returns = []
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