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Showing content from https://github.com/pandas-dev/pandas/issues/12769 below:

Resample loses PeriodIndex name · Issue #12769 · pandas-dev/pandas · GitHub

In [17]: series=pd.Series(range(10), pd.period_range(start='2000', periods=10, name='date', freq='M'))

In [18]: series
Out[18]: 
date
2000-01    0
2000-02    1
2000-03    2
2000-04    3
2000-05    4
2000-06    5
2000-07    6
2000-08    7
2000-09    8
2000-10    9
Freq: M, dtype: int64

In [19]: series.index
Out[19]: 
PeriodIndex(['2000-01', '2000-02', '2000-03', '2000-04', '2000-05', '2000-06',
             '2000-07', '2000-08', '2000-09', '2000-10'],
            dtype='int64', name='date', freq='M')
# Note name='date'

In [20]: series.resample('D').pad().index
Out[20]: 
PeriodIndex(['2000-01-01', '2000-01-02', '2000-01-03', '2000-01-04',
             '2000-01-05', '2000-01-06', '2000-01-07', '2000-01-08',
             '2000-01-09', '2000-01-10',
             ...
             '2000-10-22', '2000-10-23', '2000-10-24', '2000-10-25',
             '2000-10-26', '2000-10-27', '2000-10-28', '2000-10-29',
             '2000-10-30', '2000-10-31'],
            dtype='int64', length=305, freq='D')

# now no name

Out[20]: 
PeriodIndex(['2000-01-01', '2000-01-02', '2000-01-03', '2000-01-04',
             '2000-01-05', '2000-01-06', '2000-01-07', '2000-01-08',
             '2000-01-09', '2000-01-10',
             ...
             '2000-10-22', '2000-10-23', '2000-10-24', '2000-10-25',
             '2000-10-26', '2000-10-27', '2000-10-28', '2000-10-29',
             '2000-10-30', '2000-10-31'],
            dtype='int64', length=305, freq='D', name='date')

Out[21]: '0.18.0'

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