Incorrect behaviour when using periods in a hierarchical index
Pandas 0.8.1:

```
import pandas as pd
index = pd.date_range('1/1/2012',periods=4,freq='12H')
index_as_arrays = [index.to_period(freq='D'), index.hour]
pd.Series([0, 1, 2, 3], index_as_arrays)
```

incorrectly returns:

```
15340  0     0
       12    1
15341  0     2
       12    3
```

The correct result is obtained though when explicitly building the MultiIndex:

```
index_as_multi_index = pd.MultiIndex.from_tuples(zip(*index_as_arrays))
pd.Series([0, 1, 2, 3], index_as_multi_index)
```

correctly returns:

```
01-Jan-2012  0     0
             12    1
02-Jan-2012  0     2
             12    3
```
