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BUG: fix PeriodIndex.difference producing incorrect results #60992

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@@ -534,6 +534,22 @@ def shift(self, periods: int = 1, freq=None) -> Self:
)
return self + periods

def _convert_can_do_setop(self, other):
try:
if isinstance(other, Index):
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A lot of this can be outside a try/except

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@jbrockmendel Thank you for the review, but before submitting the revision, I would like to confirm with you whether you think this modification direction is correct.

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@jbrockmendel Thank you for your previous feedback on my PR . I have addressed your suggestions and made the improvements accordingly. I would love to get your thoughts on the updated changes. Thanks!

@@ -691,6 +691,7 @@ Indexing
- Bug in :meth:`DataFrame.__getitem__` returning modified columns when called with ``slice`` in Python 3.12 (:issue:`57500`)
- Bug in :meth:`DataFrame.from_records` throwing a ``ValueError`` when passed an empty list in ``index`` (:issue:`58594`)
- Bug in :meth:`MultiIndex.insert` when a new value inserted to a datetime-like level gets cast to ``NaT`` and fails indexing (:issue:`60388`)
- Bug in :meth:`PeriodIndex.difference` producing incorrect results when operating between :class:`PeriodIndex` and :class:`Index` objects (:issue:`58971`)
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are the affected Index objects object-dtype?

index2 = pd.Index(["2022-02", "2022-03"])

result1 = index1.difference(index2)
expected1 = PeriodIndex(["2022-01", "2022-04", "2022-05"], freq="M")
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i think this is wrong and the result in main is correct.


# Convert non-PeriodIndex to PeriodIndex
try:
other = PeriodIndex(other, freq=self.freq)
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i dont think we should be doing this casting implicitly. the user should do it explicitly if they want it.

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BUG: Index.difference is returning too many values
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