BUG: fix incorrect difference result of periodindex with index

Author: chilin0525

pandas/core/indexes/period.py

@@ -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):
+                # Handle empty cases
+                if other.empty:
+                    return super()._convert_can_do_setop(other)
+
+                # Convert non-PeriodIndex to PeriodIndex
+                if not isinstance(other, PeriodIndex):
+                    other = PeriodIndex(other, freq=self.freq)
+
+        except (TypeError, ValueError):
+            return super()._convert_can_do_setop(other)
+
+        return super()._convert_can_do_setop(other)
+
 
 def period_range(
     start=None,