diff --git a/openseries/frame.py b/openseries/frame.py
index f0e560f9..612b5627 100644
--- a/openseries/frame.py
+++ b/openseries/frame.py
@@ -340,7 +340,7 @@ def value_to_ret(self: Self) -> Self:
         returns.iloc[0] = 0
         new_labels = [ValueType.RTRN] * self.item_count
         arrays = [self.tsdf.columns.get_level_values(0), new_labels]
-        returns.columns = MultiIndex.from_arrays(arrays)
+        returns.columns = MultiIndex.from_arrays(arrays=arrays)
         self.tsdf = returns.copy()
         return self
 
diff --git a/openseries/series.py b/openseries/series.py
index 60f2948c..f8e86ef9 100644
--- a/openseries/series.py
+++ b/openseries/series.py
@@ -346,6 +346,7 @@ def from_fixed_rate(
                 - cast(DatetimeIndex, d_range)[:-1]
             ],
         )
+        # noinspection PyTypeChecker
         arr = list(cumprod(insert(1 + deltas * rate / 365, 0, 1.0)))
         dates = [d.strftime("%Y-%m-%d") for d in cast(DatetimeIndex, d_range)]
 
@@ -434,15 +435,12 @@ def value_to_ret(self: Self) -> Self:
             The returns of the values in the series
 
         """
-        self.tsdf = self.tsdf.pct_change()
-        self.tsdf.iloc[0] = 0
+        returns = self.tsdf.ffill().pct_change()
+        returns.iloc[0] = 0
         self.valuetype = ValueType.RTRN
-        self.tsdf.columns = MultiIndex.from_arrays(
-            [
-                [self.label],
-                [self.valuetype],
-            ],
-        )
+        arrays = [[self.label], [self.valuetype]]
+        returns.columns = MultiIndex.from_arrays(arrays=arrays)
+        self.tsdf = returns.copy()
         return self
 
     def value_to_diff(self: Self, periods: int = 1) -> Self:
@@ -520,6 +518,7 @@ def from_1d_rate_to_cumret(
         arr = array(self.values) / divider
 
         deltas = array([i.days for i in self.tsdf.index[1:] - self.tsdf.index[:-1]])
+        # noinspection PyTypeChecker
         arr = cumprod(insert(1.0 + deltas * arr[:-1] / days_in_year, 0, 1.0))
 
         self.dates = [d.strftime("%Y-%m-%d") for d in self.tsdf.index]
@@ -818,6 +817,7 @@ def timeseries_chain(
 
     dates.extend([x.strftime("%Y-%m-%d") for x in new.tsdf.index])
 
+    # noinspection PyUnresolvedReferences
     if back.__class__.__subclasscheck__(
         OpenTimeSeries,
     ):