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DOC: whatsnew
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doc/source/whatsnew/v1.2.0.rst

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@@ -347,6 +347,7 @@ Performance improvements
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- Small performance decrease to :meth:`Rolling.min` and :meth:`Rolling.max` for fixed windows (:issue:`36567`)
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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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- Performance improvement in :class:`ExpandingGroupby` (:issue:`37064`)
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- Performance improvement in :meth:`DataFrame.astype` for :class:`Categorical` (:issue:`8628`)
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.. ---------------------------------------------------------------------------
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