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adding whatsnew-note
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doc/source/whatsnew/v1.2.0.rst

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@@ -362,6 +362,7 @@ Performance improvements
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- Reduced peak memory usage in :meth:`DataFrame.to_pickle` when using ``protocol=5`` in python 3.8+ (:issue:`34244`)
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- faster ``dir`` calls when many index labels, e.g. ``dir(ser)`` (:issue:`37450`)
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- Performance improvement in :class:`ExpandingGroupby` (:issue:`37064`)
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- Performance improvement in :meth:`pd.DataFrame.groupby` for ``float`` ``dtype`` (:issue:`28303`)
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