Hello @Tati ,
you are confusing me.
You show me some code and therefore I suppose that you have executed it.
For instance you did rename the names of the columns and after that you show the first lines with head.
The result shows the names as Date Price Index Total Return Index Date2
When I do the same I get
head(p)
Date Price_Index Tot_Ret_Index Date2
1 06/05/2006 100.0 100.00 2006-06-05
2 06/06/2006 90.7 90.68 2006-06-06
3 06/07/2006 86.2 86.19 2006-06-07
and I would except to see the same names in your output. So something is wrong.
I notice that you are editing the code and its output in this conversation and its easy (and therefore confusing) to make a mistake in that. The best way to avoid that is just copying the contents of the R-console into the window where you pose or answer questions . When you use three backticks (`) before and after your copied text it will be correctly readable.
Also read about the possibilities of the reprex package. See e.g. here
I second the suggestion of @nirgrahamuk for a good introductory text.