BUG: Mixed period cannot be displayed with ValueError
- [x] closes #xxxx (not reported)
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

```
# we can create Series contains Periods with mixed freq
s = pd.Series([pd.Period('2011-01', freq='M'), pd.Period('2011-02-01', freq='D')])

# print the created Series raises ValueError
print(s)
# ValueError: Input has different freq=D from PeriodIndex(freq=M)
```

I would change the exception that `PeriodIndex` raises to maybe: `IncompatibileFrequency(ValueError)` and catch that. Its a more informative error I think. (its in `src/periods.pyx/extract_ordinals`)
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> Merging **#12615** into **master** will not affect coverage as of [`b12fd75`](https://codecov.io/github/pydata/pandas/commit/b12fd75bfd2b583116e754970f4d6c6b2f325ad2)

``` diff
@@            master   #12615   diff @@
=======================================
  Files          275      275       
  Stmts       133688   133716    +28
  Branches         0        0       
  Methods          0        0       
=======================================
+ Hit         118511   118539    +28
  Partial          0        0       
  Missed       15177    15177       
```

> Review entire [Coverage Diff](https://codecov.io/github/pydata/pandas/compare/f71537ab2561ab5727008095e9685966619fa7b9...b12fd75bfd2b583116e754970f4d6c6b2f325ad2) as of [`b12fd75`](https://codecov.io/github/pydata/pandas/commit/b12fd75bfd2b583116e754970f4d6c6b2f325ad2)

---

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 OK, changed to raise `IncompatibleFrequency` and fixed corresponding tests.
 lgtm. let me know if you want to change the import now or later.
 lgtm. ping on green
 thanks @sinhrks 
