pd.PeriodIndex is a lot slower since version 0.15.2
`PeriodIndex` is one of the key methods used for time series analysis. Its performance has deteriorated significantly since `pandas` version 0.15.2. The code snippet below is easy to profile.

```
python --version & python -c "import pandas as pd; print('Pandas version', pd.__version__)" & python -m timeit "import pandas as pd; pd.PeriodIndex(pd.date_range('2015-1-1', '2016-1-1', freq='D').to_pydatetime(), freq='D')"

Python 3.4.4
Pandas version 0.15.2
10 loops, best of 3: 3.27 msec per loop

Python 3.4.4
Pandas version 0.16.2
10 loops, best of 3: 94.8 msec per loop

Python 3.4.3 :: Continuum Analytics, Inc.
Pandas version 0.17.0
10 loops, best of 3: 221 msec per loop

Python 3.5.1 :: Anaconda 4.0.0 (32-bit)
Pandas version 0.18.0
10 loops, best of 3: 220 msec per loop
```
