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>>> import pandas as pd
>>> pd.__version__
'0.12.0.dev'
>>> index = pd.date_range(start='2013-05-31 00:00', end='2013-05-31 23:00', freq='H')
>>> series = pd.Series(range(len(index)), index=index)
>>> print series.index.summary()
DatetimeIndex: 24 entries, 2013-05-31 00:00:00 to 2013-05-31 23:00:00
Freq: H
>>> print series['2013-05'].index.summary()
DatetimeIndex: 1 entries, 2013-05-31 00:00:00 to 2013-05-31 00:00:00
Freq: H
I would expect the slice to be the same as the original series.