I have following variables from raw data and I want to estimate the return of Stock PG using CAPM model. I found that there are a lot of missing observations due to the date gaps since trading does not occur in the weekend and during public holidays. How can I fix this problem? Should I use a new date variable?

Moreover, after fixing of date, i use the following commands to get the estimation result:

tsset date, d
gen lnPG=ln(PG)
gen rPG=100*(lnPG-L.lnPG)
gen rirf=rPG-rfr
reg rirf r_market

Is it appropriate to use gen rPG=100*(lnPG-L.lnPG) to generate the return of stock PG from its daily close price?
*just ignore hml and smb because I just use CAPM not Fama-Fetch three factor model
Array

where r_market stands for the return of market portfolio, rfr stands for daily return for the Treasury bills (risk-free rate of return), PG is the adjusted close price of stock PG