Periods don't sort correctly
Unless I'm mistaken I think the following unit-test should pass:

``` python
def test_period_sorting():
    periods = [pd.Period('2008-04', 'M'),
               pd.Period('2008-02', 'M'),
               pd.Period('2008-01', 'M'),
               pd.Period('2008-05', 'M'),
               pd.Period('2008-06', 'M'),
               pd.Period('2008-03', 'M'),
               pd.Period('2008-04', 'M'),
               pd.Period('2008-02', 'M'),
               pd.Period('2008-01', 'M'),
               pd.Period('2008-05', 'M'),
               pd.Period('2008-06', 'M'),
               pd.Period('2008-03', 'M'),
               pd.Period('2008-04', 'M'),
               pd.Period('2008-02', 'M'),
               pd.Period('2008-01', 'M'),
               pd.Period('2008-05', 'M'),
               pd.Period('2008-06', 'M'),
               pd.Period('2008-03', 'M')]
    assert sorted([p.to_timestamp() for p in periods]) \
        == [p.to_timestamp() for p in sorted(periods)]
#
```
