How to calculate percent change compared to the beginning value using pandas?

Question

I have a DataFrame and need to calculate percent change compared to the beginning of the year by companies. Is there any way to use pct_change() or other method to perform this task? Thanks!

df looks like

security    date        price
IBM         1/1/2016    100
IBM         1/2/2016    102
IBM         1/3/2016    108
AAPL        1/1/2016    1000
AAPL        1/2/2016    980
AAPL        1/3/2016    1050
AAPL        1/4/2016    1070

results I want

security    date        price   change
IBM         1/1/2016    100     NA
IBM         1/2/2016    102     2%
IBM         1/3/2016    108     8%
AAPL        1/1/2016    1000    NA
AAPL        1/2/2016    980     -2%
AAPL        1/3/2016    1050    5%
AAPL        1/4/2016    1070    7%

Answer 1

Sounds like you are looking for an expanding_window version of pct_change(). This doesn't exist out of the box AFAIK, but you could roll your own:

df.groupby('security')['price'].apply(lambda x: x.div(x.iloc[0]).subtract(1).mul(100))