Groupby Pct_change Bug Report
#### Groupby Pct_change Bug Report
```python
from io import StringIO
import pandas as pd

txt = StringIO("""Group;Date;Value
  A     ;01-02-2016     ;16 
  A     ;01-03-2016     ;15 
  A     ;01-04-2016     ;14 
  A     ;01-05-2016     ;17 
  A     ;01-06-2016     ;19 
  A     ;01-07-2016     ;20 
  B     ;01-02-2016     ;16 
  B     ;01-03-2016     ;13 
  B     ;01-04-2016     ;13 
  C     ;01-02-2016     ;16 
  C     ;01-03-2016     ;16 """)

df = pd.read_table(txt,sep=';',parse_dates=[1])
d1 = df.set_index(['Date', 'Group']).Value
d2 = d1.groupby(level='Group').pct_change()
print(d2)
```
#### Problem description
I tried to calculate value changes by group in pandas , according this stackoverflow answer, https://stackoverflow.com/questions/41453325/python-pandas-groupby-calculate-change 

the expected result should be 
#### Expected Output
```python
Date        Group
2016-01-02  A             NaN
2016-01-03  A       -0.062500
2016-01-04  A       -0.066667
2016-01-05  A        0.214286
2016-01-06  A        0.117647
2016-01-07  A        0.052632
2016-01-02  B             NaN
2016-01-03  B       -0.187500
2016-01-04  B        0.000000
2016-01-02  C             NaN
2016-01-03  C        0.000000
Name: Value, dtype: float64
```
First pecent change value of each group should be NaN, while in my computer with pandas version 0.23.1, the result shows as below.
 ```python
Date        Group   
2016-01-02    A              NaN
2016-01-03    A        -0.062500
2016-01-04    A        -0.066667
2016-01-05    A         0.214286
2016-01-06    A         0.117647
2016-01-07    A         0.052632
2016-01-02    B        -0.200000
2016-01-03    B        -0.187500
2016-01-04    B         0.000000
2016-01-02    C         0.230769
2016-01-03    C         0.000000
Name: Value, dtype: float64
```
#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit: None
python: 3.6.5.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: AMD64 Family 23 Model 1 Stepping 1, AuthenticAMD
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.23.1
pytest: 3.5.1
pip: 10.0.1
setuptools: 39.1.0
Cython: 0.28.2
numpy: 1.14.3
scipy: 1.1.0
pyarrow: None
xarray: None
IPython: 6.4.0
sphinx: 1.7.4
patsy: 0.5.0
dateutil: 2.7.3
pytz: 2018.4
blosc: None
bottleneck: 1.2.1
tables: 3.4.3
numexpr: 2.6.5
feather: None
matplotlib: 2.2.2
openpyxl: 2.5.3
xlrd: 1.1.0
xlwt: 1.3.0
xlsxwriter: 1.0.4
lxml: 4.2.1
bs4: 4.6.0
html5lib: 0.9999999
sqlalchemy: 1.2.7
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
</details>
