If you have multiple data columns, calling pivot without the values columns should give you a pivoted frame with a MultiIndex as the columns:
In [3]: df
Out[3]:
columns data1 data2 index
0 a -0.602398 -0.982524 x
1 a 0.880927 0.818551 y
2 b -0.238849 0.766986 z
3 b -1.304346 0.955031 x
4 c -0.094820 0.746046 y
5 c -0.835785 1.123243 z
In [4]: df.pivot('index', 'columns')
Out[4]:
data1 data2
columns a b c a b c
index
x -0.602398 -1.304346 NaN -0.982524 0.955031 NaN
y 0.880927 NaN -0.094820 0.818551 NaN 0.746046
z NaN -0.238849 -0.835785 NaN 0.766986 1.123243
