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Interesting inconsistency between common returns and total returns for equities

I have discovered an interesting inconsistency between common returns and total returns for equities. There are more dates historically with data derived from USEquityPricing.close than with factor_loadings.index.set_names(['dt', 'ticker']). It is definitely not weekends as there are too few missing dates. Also, what are the implication when calculating specific returns? Has anyone else come across this and/or have any recommendations on how I can line up the two sets of data? Thanks, Eric