Hello

I have the following panel data of returns:

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input float month double(return RICHF RIUSD RICAD) long portfolio
480                      .                     .                     .                     . 1
481   -.017411958510118786   .001759268798819713   .030178382992555697   .028545060473398633 1
482   -.011706451707231613  .0020123034234469372   .020628016114266165    .01366124060703592 1
483   -.020889222029351395  .0023485905796301054  .0031331168222798714 -.0025021755612827734 1
484   .0003122670588473486   .002663410866920346    .03407966490218543   .014924361789469867 1
485     -.0162730980313176  .0025959465680680527   -.04143246507962394  -.029682926648015733 1
486   -.007534113359743744  .0027874252104072017    .00865384608338804   .007399075753449846 1
487    .027270945715965444   .002822437972181291   .041092379326212965    .03733378085729284 1
488    -.02539233109431005   .002860134581982532   .027639959286014138    .02455552461243252 1
489      -.035026991387481  .0029395073797822135   .011255679431180074  -.006631599942943928 1
490   -.008284579578938356    .00286417229173197   .005864112209302457  -.014203186268446837 1
491   -.007880118847694129   .002853399284193925   -.04924105097783883  -.037377127811305776 1
492    -.01813151041666672   .002765867856804771  -.031648599753490214  -.019862250262440203 1
493   -.016156659925515737   .002806278663769479    .02571161162205217   .012791276213918158 1
494   -.044503352915407635  .0028130093637781517   .014881000694510989  -.009179817174782785 1
495    .009475107270910499   .002729482807901862   .014941905976130142    .01501494838090478 1
496      .0611615097064202  .0026080943135087242   .025239870276087772    .03575418394442024 1
497      .0150894944196307   .002632384948421107   .018782928107090986   .030347875783539424 1
498    -.03304936322947527   .002658020740056166  -.015561473902034549  -.019124617613289818 1
499    -.01465770731543703  .0026202404401427515    -.0437017200474496   -.04925922953421506 1
500    -.06619766254396908  .0025932495489568996  -.026819106422571702  -.043606820561290165 1
501   .0019320501603965479   .001883147698873655  .0019660780095002435  .0001864450224424068 1
502     .03461281911345582  .0017252023849956277     .0100515122603582  -.003094761687630198 1
503  -.0027429696749463606  .0016543063426528448   .002174019702508153    .01187645303413497 1
504    .014986776373787869  .0015191836132719683     .0093111436069002 -.0048778760218273565 1
505    .008465547191661704  .0014030144023795543    .01629251417131288    .01936406900074749 1
506    .009485421618952605   .001437193347420651   -.01376383346194045  -.007960540419734556 1
507    .007109786478892488  .0013523951645808552  -.011798921606409793  -.007782840453658987 1
508   -.012797632494465194   .001299012149938772    -.0390931929084105   -.01888784442020368 1
509   .0006521813750728356  .0010206427160042164    -.0309106937580637   -.01879426537040388 1
510    -.06845728137577756  .0010302504508852284   -.04323993900600365   -.05135190027116044 1
511  -.0036455584332690805  .0006821597904800303    .01827183748089194   .004999542821695187 1
512    .005198837037402093  .0006242439578545422 -.0025015567564394305   -.00645287836416555 1
513    .007059342598720431  .0006214796233974251   .000948613349221769  .0006236174635263338 1
514   .0015090665693076044  .0006173412411494272   -.01701274880866261  -.012053845982042807 1
515   -.015724111113811445   .000618723481760286  -.017509772957716413  -.008674948153903886 1
516   -.009098765432098865  .0005124448979871854  -.043819741975619504   -.03099238273522654 1
517     .00928198547275838  .0005013900307619945  -.010734222148799197   .009279791900711983 1
518     .01056685759431164  .0004751479870550579  .0007867699613001403    .02689135585349984 1
519    .026482947327274298   .000260734105672622   .013376460623230044   .027092076745894964 1
520     .00918697638994681 .00025657927572675376   -.04823081858081134   .004442189176757285 1
521    .034939389651431396  .0002344225171564407   .007576827257030567    .03310625210216337 1
522     .02496382467214331 .00023995805727516917    .03257572611682992   .012433746373911769 1
523   .0018564218857688441 .00023857835958485119   .015986712230009748   .007354514990502057 1
524    .011339805825242744 .00022195385012535596  -.005492247067867936   .019766753509909286 1
525     .00787738488375922 .00021156198803762294   -.03700036232288413  -.005581879274231986 1
526    .036640722799760495 .00020740491063886424   .006390715923945262    .01503728173036204 1
527    -.01842887295103479 .00022195385012535596   -.04827009207281918   -.04714883323042824 1
528    .022914972827249747 .00021640890030050208  -.018695248940342846  -.004366445063676576 1
529    .011786483716454965 .00020532630066694146  .0037644670397368766  -.019912079064266633 1
530   -.010047030854307804 .00021502053159649925     .0274339958626395   .028948519066960766 1
531    .007016591314880083 .00020809499864316017    .01619569046500703   .006572274572007401 1
532    -.06327958940328693  .0002261102624447897  -.011279375193865654   -.03611446102449688 1
533    -.04010316353412591 .00021640890030050208  -.024245448836465552  -.008578687103537305 1
534    .028148387319964385  .0004143295155680793  -.004204941666666763   .023612284834477425 1
535    .006550022431583757 .00044059740363810995   .014303990749001473   .022837724097493045 1
536   -.011142806204314515  .0005152042617388997  .0016502384576959814    .02088642028225298 1
537     .01924637158568454  .0005814701329551752   -.02293350640812372   .009944747080081926 1
538    -.00252067394861355  .0006035507925561401   -.05017941740598761  -.009221331149489177 1
539    -.02551427558077679  .0006145849741192588  -.017672195718340725  -.035682266399351896 1
540    .028400172880507668  .0005952722081801198    .03031037991719011   .025421299993804585 1
541       .029518132250965  .0006228618011265841   .009656165235942456  -.001745459593654486 1
542    -.00936748023375733  .0006297558231231903  -.012493466953791357   .006661155299718971 1
543   .0029821289147220487  .0006435505744648573   .019391573258919357  .0029091101602059513 1
544    .008757608848428466  .0006311378751067132   .020044281119559824   .004157220466727182 1
545    .040406855231990946  .0006228618011265841   .042124381884492454     .0545150713485649 1
546   .0034304787217604993  .0006214796233974251   .024540626524782533    .03883231728567823 1
547   -.013397807071578227  .0006269999322361386   -.02318526517871613  -.008567144961196288 1
548    .008449619663055907  .0006311378751067132   .005665940237970764    .02748452835137573 1
549   .0013930307189069513  .0006559615803181096    .01925382602642754    .01873728975090891 1
550   -.006316592131566434  .0007055886783371434   .020469477009753982   .016895468939518477 1
551    .005309385791171017  .0008377954090970086  -.002389246674242232   .014253776717873335 1
552   -.010934034761978517  .0008377954090970086   -.01833558490378061   -.01579018132963216 1
553    .009636543776398776  .0008494947126305163   .024545741426088893    .03145892974696593 1
554   -.020845169354088977  .0009746169930944237  .0025932724505116035  -.005386644762191839 1
555    -.00298551550252657  .0010350621770103263  -.014938211694913908 -.0036453207672660984 1
556   -.013660219240699156  .0011098666182609573   -.04553335874915172  -.016789079339875092 1
557   -.022174066962034944  .0011784402824199791   .012898179957170242   .008410518691591436 1
558    .022029621503016905  .0012579269787644787  .0073636699780591916  -.006814772892911098 1
559    .009263831340303508  .0012825803067024744 -.0012074130185354913   .007803647561175901 1
560 -.00011699513938367989  .0013893343063426933   .013743306933264025   .014897141868415452 1
561    .011094564408041574  .0014966436497785285   .014563242961367608   .002674683152621923 1
562    .004229219488075087  .0015369411743291206   -.01758510665312337   -.02494502105212068 1
563   -.004410455188308626  .0016106549662961989  -.017647913223810017    -.0326575664227092 1
564    .023812530252330877  .0017354228296928564    .03081364722364646   .009971666649123665 1
565  -.0027647306700103735  .0018069338440696026 -.0008922854201519029   .002845605218783813 1
566   -.004679061714144339  .0018314389855391688  -.014519641454412256  -.013248206988637783 1
567    .038695715202849534   .001892673008752288 -.0024801088235696152   .026608858716852996 1
568    .004665490325088895   .001937551809032545   .009966669967214447    .04531500926497829 1
569      .0304726183034163  .0020353925068166134   .012086786315826858    .03961193177669361 1
570    .008252286952335153  .0022226272943570713  -.018823905109489104  -.005610910967930469 1
571    -.04928037284995268   .002228726302896611 -.0008965173194331894   -.00879711554775392 1
572    .007765176248405448   .002382424708631703  -.014449649000709035   .017183676029230842 1
573     .05248205741626788  .0022917254968366496  -.006633220720720586    .04434623231270146 1
574    -.04772458209025898  .0022659864439975586   -.04175122604853407   -.03393247327228181 1
575   -.012064129851013461  .0022592152231402096    .01619985693593575  -.019746501257149815 1
576    -.02322491015070527   .002268701293987485   -.03269685059962556   -.03986719640845054 1
577    .025405561395914544  .0021846660196855883  -.009246323863233801   .003109339167477859 1
578     -.0607291111758852   .002301208183839165    -.0704897720598493   -.07274998281135384 1
579     .00957741655876454  .0023729504702099113  .0008966480676806969    -.0098989160497737 1
end
format %tm month
label values portfolio portfolio1
label def portfolio1 1 "RBAUD", modify
The time variable is "month", the id variable "portfolio". The dataset contains base returns of currencies called for example "RBAUD" for the Australian Dollar and interest adjusted returns of each currency, in this case of the Australian Dollar "RIAUD".

I need to merge the two values base return and interest adjusted return into one observation. This means I should have one observation for each currency per period containing both the interest adjusted return and the base return. The observations should only contain two returns, "return" and "returnI".

Unfortunately I can't figure out how to do so?

Thank you very much for your help in advance!