Try the following steps.
import seaborn as sns
np.random.seed(123)
index = np.random.randint(1,100,10)
x1 = pd.date_range('2000-01-01','2015-01-01').map(lambda t: t.strftime('%Y-%m-%d'))
dts = np.random.choice(x1,10)
benchmark = np.random.randn(10)
portfolio = np.random.randn(10)
df = pd.DataFrame({'Index': index,
'Dates': dts,
'Benchmark': benchmark,
'Portfolio': portfolio},
columns = ['Index','Dates','Benchmark','Portfolio'])
df1 = pd.melt(df, id_vars=['Index','Dates']).sort_values(['variable','value'])
df1
Index Dates variable value
9 48 2012-06-13 Benchmark -1.410301
1 93 2002-07-31 Benchmark -1.301489
8 97 2005-01-21 Benchmark -1.100985
0 67 2011-06-01 Benchmark 0.126526
4 84 2003-09-25 Benchmark 0.465645
3 18 2009-07-13 Benchmark 0.522742
5 58 2007-12-04 Benchmark 0.724915
7 98 2002-12-28 Benchmark 0.746581
6 87 2009-02-07 Benchmark 1.495827
2 99 2000-04-21 Benchmark 2.207427
16 87 2009-02-07 Portfolio -2.750224
14 84 2003-09-25 Portfolio -1.855637
15 58 2007-12-04 Portfolio -1.779455
19 48 2012-06-13 Portfolio -1.774134
11 93 2002-07-31 Portfolio -0.984868
12 99 2000-04-21 Portfolio -0.748569
10 67 2011-06-01 Portfolio -0.747651
18 97 2005-01-21 Portfolio -0.695981
17 98 2002-12-28 Portfolio -0.234158
13 18 2009-07-13 Portfolio 0.240367