title: Convert a list into a DataFrame
body: <p>I need to convert my <code>list</code> into a 3 column <code>pandas</code> <code>DataFrame</code> (<code>time</code>, <code>id</code> and <code>ret_exc_lead1m</code>).</p>
  <p>However it looks like this:</p>
  <pre><code> [time        id            
   2010-01     comp_001661_01W   -0.041371
               comp_002410_04W   -0.053836
               comp_004367_02W    0.024752
               comp_004439_08W    0.013136
               comp_011749_09W   -0.013695
               comp_011925_01W    0.043677
   2010-02     comp_001661_01W   -0.041371
               comp_012384_14W   -0.014593
               comp_013498_01W    0.060748
               comp_015321_02W   -0.053604
               comp_015334_02W   -0.155894
   2010-03     comp_001661_01W   -0.041371
               comp_015532_10W    0.003835
               comp_015575_01W   -0.045820
               comp_015576_01W    0.032070
               comp_015598_03W    0.028164
               comp_015617_02W   -0.053060
               comp_015634_05W    0.102842
               comp_018636_04W   -0.029271
   2010-04     comp_001661_01W   -0.041371
               comp_019349_01W   -0.048753
               comp_019565_13W   -0.007516
               comp_025648_05W   -0.015128
               comp_029097_01W    0.085202
               comp_029804_04W   -0.011097
   2010-05     comp_001661_01W   -0.041371
               comp_030807_03W   -0.139678
               comp_031137_03W   -0.042764
               comp_031142_05W    0.055970
               comp_062806_93W   -0.104863
               comp_063914_02W    0.044195
               comp_063987_91W   -0.010617
   2010-06     comp_001661_01W   -0.041371
               comp_064835_03W    0.020164
               comp_064835_90W    0.047719
               comp_065248_07W   -0.045530
    Name: ret_exc_lead1m, dtype: float32]
  </code></pre>
  <p>I'm wondering if there is a way to do it.</p>