Period whilst pregnant?

I'm about a week late for AF and having taken a test it's come back with the BFP.
​On one hand, YEY, but on the other, so confused!
​We haven't BD since Feb, and I had my usual period (or so I thought) in March. 
​So if the BFP is true I may be 2 months pregnant already.
​Anyone else know of anyone who's had periods whilst actually being pregnant?