PERF: Override PeriodIndex.unique
In trying to simplify the mess that is the PeriodIndex constructors, I found that PeriodIndex.unique is doing an unfortunate conversion to object-dtype.  This PR avoids that and gets a nice speedup.


```
In [2]: pi = pd.period_range('1000Q1', periods=10000, freq='Q')
In [3]: %timeit pi.unique()
The slowest run took 6.25 times longer than the fastest. This could mean that an intermediate result is being cached.
1000 loops, best of 3: 226 µs per loop    <-- PR
10 loops, best of 3: 24.7 ms per loop     <-- master
```
Hello @jbrockmendel! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`asv_bench/benchmarks/period.py`](https://github.com/jbrockmendel/pandas/blob/bf96253a63f0e06b94548e59ee43f4bac52054bd/asv_bench/benchmarks/period.py) !

 - There are no PEP8 issues in the file [`pandas/core/indexes/period.py`](https://github.com/jbrockmendel/pandas/blob/bf96253a63f0e06b94548e59ee43f4bac52054bd/pandas/core/indexes/period.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23083?src=pr&el=h1) Report
> Merging [#23083](https://codecov.io/gh/pandas-dev/pandas/pull/23083?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/296c251d0e2bd112d26b980f1798db14f264b664?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23083/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23083?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #23083      +/-   ##
==========================================
+ Coverage   92.19%   92.19%   +<.01%     
==========================================
  Files         169      169              
  Lines       50911    50919       +8     
==========================================
+ Hits        46939    46947       +8     
  Misses       3972     3972
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.62% <100%> (ø)` | :arrow_up: |
| #single | `42.3% <37.5%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/23083?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/period.py](https://codecov.io/gh/pandas-dev/pandas/pull/23083/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9wZXJpb2QucHk=) | `93.44% <100%> (+0.12%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23083?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23083?src=pr&el=footer). Last update [296c251...3bd918c](https://codecov.io/gh/pandas-dev/pandas/pull/23083?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks!