NOTE: I will edit this post in some time, but I have got the pattern all mixed-up in my head right now and must then come back to this later.
I cut my post short on account of something more important, allow me to continue: I have considered the first several expansions of P_n for small n, I have noticed that the each term in the expansion contains exactly n factors, and that, alternately, the terms of the real and imaginary parts in the expansion of the product contain only an even or an odd number of x's or y's according as n even or n odd. The last sentence is complicated for me to write (and is almost certianly wrong,) but, perhaps, some examples will make up for that
P_1 = \prod_{k=1}^{1} \left( x_k + iy_k\right)= x_1 + iy_1
the real part: \Re P_1 = x_1 contains only terms having an odd number of x's and an even number of y's (I speak not of the oddness nor the evenness of the subscripts, but rather that there is one (odd) x and zero (even) y's
vice-versa for the imaginary part
P_2 = \prod_{k=1}^{2} \left( x_k + iy_k\right)= x_1x_2-y_1y_2 + i(x_1y_2+x_2y_1)
the real part: \Re P_2 = x_1x_2-y_1y_2 contains only terms having an even number of x's and an even number of y's