diff --git a/pandas/core/groupby.py b/pandas/core/groupby.py
index 0ca839d51bfe7..285c5786b532b 100644
--- a/pandas/core/groupby.py
+++ b/pandas/core/groupby.py
@@ -3901,6 +3901,13 @@ def _apply_to_column_groupbys(self, func):
         """ return a pass thru """
         return func(self)
 
+    def pct_change(self, periods=1, fill_method='pad', limit=None, freq=None):
+        """Calculate percent change of each value to previous entry in group"""
+        filled = getattr(self, fill_method)(limit=limit)
+        shifted = filled.shift(periods=periods, freq=freq)
+
+        return (filled / shifted) - 1
+
 
 class NDFrameGroupBy(GroupBy):