Difference in returns between using group_by and not using it

[ltsurumaki]

I'm running the fowing portifolios:

They return exactly the same orders via pf.orders.records_readable, but when I run pf.returns() and pf2.returns() the combined returns of the second one are not the same as in the first one.
Why does it happens? I though groupby only changed the way we can combine multiple assets' returns.