The chances of you being pregnant is almost zero. Its almost impossible to get pregnant during this time.
Sex during your period can cause some issues. It can knock things loose and cause your period to be heavier for a day or so. If your period is very light, the ridge of the penis can scrape the vaginal canal clean like a squeegee, this can cause it to look as if your period has stopped. This usually lasts a day.
If the guy isn't clean, you could get an infection. Im not talking about an STD, Im talking about a simple bacterial infection.
Out of curiosity, What day of your period did you have sex? Beginning, middle, or at the end of it?