Suppose I have: prng = period_range('1/1/1999', freq='M', periods=3) s = Series(np.random.randn(len(prng)), prng) s.resample('D') should by default go from 1/1/1999 to 3/31/1999 as opposed to 1/31/1999 - 3/31/1999 ('e') or 1/1/1999-3/1/1999 ('s')