diff --git a/sdks/python/apache_beam/transforms/periodicsequence.py b/sdks/python/apache_beam/transforms/periodicsequence.py
index 82b6fd0330c9..e2bdc3c6c0f8 100644
--- a/sdks/python/apache_beam/transforms/periodicsequence.py
+++ b/sdks/python/apache_beam/transforms/periodicsequence.py
@@ -169,11 +169,11 @@ def process(
         # we are too ahead of time, let's wait.
         restriction_tracker.defer_remainder(
             timestamp.Timestamp(current_output_timestamp))
-        return
+        break
 
       if not restriction_tracker.try_claim(current_output_index):
         # nothing to claim, just stop
-        return
+        break
 
       output = self._get_output(current_output_index, current_output_timestamp)
 
@@ -186,6 +186,9 @@ def process(
 
       current_output_index += 1
 
+    # Don't yield any values here so that the generator
+    # raises StopIteration when we break out of the while loop.
+
 
 class PeriodicSequence(PTransform):
   '''