ENH/BUG: partial string indexing with PeriodIndex
Closes #6716.

can you put a small example in v0.14.0.txt and in http://pandas-docs.github.io/pandas-docs-travis/timeseries.html (maybe need a sub-section `PeriodIndex`) with a `partial string indexing` section. 

also if you want to throw in some docs about creating PeriodIndex would be great
 OK, I'll try. I found an issue in `Index` partial slicing, thus please leave it a while.
 @jreback I think I've finished. Pls check.

Regarding the document, there is a section about creating `PeriodIndex` already. What is the topic should be added?
 thanks...I think the docs are fine, you put them in the right place

that said, after this buidls on master, pls check out the built docs for correctness
 This fails on numpy master for some reason, can you investigate: https://travis-ci.org/pydata/pandas/jobs/25073475
