concat() drops index when used on series with a PeriodIndex
New to this, sorry if I'm just missing something...

``` python
import numpy as np
import pandas as pd

d1 = pd.date_range('12/31/1990', '12/31/1999', freq='A-DEC')
d2 = pd.date_range('12/31/2000', '12/31/2009', freq='A-DEC')

s1 = pd.Series(np.random.randn(10), d1)
s2 = pd.Series(np.random.randn(10), d2)

# works
pd.concat([s1,s2])

s1 = s1.to_period()
s2 = s2.to_period()

# drops index
pd.concat([s1,s2])

# workaround
pd.concat([s1.to_timestamp(), s2.to_timestamp()]).to_period('A-DEC')
```
