Checking for NaT in PeriodIndex doesn't work with None, pd.NaT

[tjader]

Code Sample, a copy-pastable example if possible

>>> None in pd.period_range('2015-01-01', periods=1, freq='D').insert(0, pd.NaT)
False

Incorrect behavior for pd.NaT, None, float('nan'), np.nan

Expected Output

>>> None in pd.period_range('2015-01-01', periods=1, freq='D').insert(0, pd.NaT)
True

output of pd.show_versions()

>>> pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 2.7.11.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 58 Stepping 9, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.18.1
nose: 1.3.7
pip: 8.1.2
setuptools: 23.0.0
Cython: 0.24
numpy: 1.10.4
scipy: 0.17.1
statsmodels: None
xarray: 0.7.2
IPython: None
sphinx: None
patsy: None
dateutil: 2.5.3
pytz: 2016.4
blosc: None
bottleneck: 1.0.0
tables: 3.2.2
numexpr: 2.5.2
matplotlib: 1.5.1
openpyxl: 2.3.2
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.13
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.40.0
pandas_datareader: None

[sinhrks]

xref #12759