def quick_shift(df, N=1): '''Quick implementation of dataframe shift''' shift_value = np.roll(df.values,N,axis=0) shift_value[0:N] = np.NaN return DataFrame(shift_value, index=df.index, columns=df.columns) DataFrame.quick_shift = quick_shift 

df = DataFrame(np.random.rand(10000,500)) %timeit df1 = df.quick_shift(1) 10 loops, best of 3: 55.3 ms per loop %timeit df2 = df.shift(1) 1 loops, best of 3: 238 ms per loop