Period Sex

I just finished one month of BC. My gyno said it would be okay to have unprotected sex after two weeks. Never missed a pill. But this is my first period on the pill and my SO and I just had period sex. We use the pull out method and BC just because we want to be extra careful, but he didn't pull out on time, which has never happened before. He said it was half/half. This scares me, considering the fact that I have really bad anxiety about sex and pregnancy. I've already taken the Plan B three times. Are we okay? Or should I take a Plan B?