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Backport PR #42942 on branch 1.3.x (ERR: clarify PerformanceWarning for fragmented frame) #42958

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Backport PR #42942: ERR: clarify PerformanceWarning for fragmented frame

@lumberbot-app lumberbot-app bot added this to the 1.3.2 milestone Aug 9, 2021
@lumberbot-app lumberbot-app bot added DataFrame DataFrame data structure Indexing Related to indexing on series/frames, not to indexes themselves Warnings Warnings that appear or should be added to pandas labels Aug 9, 2021
@simonjayhawkins simonjayhawkins merged commit 86b813b into pandas-dev:1.3.x Aug 10, 2021
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