PERF: regression in Series constructor
This is captured in the `SeriesConstructor.time_constructor` asv.

```python
In [8]: import pandas as pd
   ...: import numpy as np
   ...:
   ...: data = np.arange(1000)
   ...: index = pd.date_range('2000', periods=len(data))
   ...: data = dict(zip(index, data))
   ...: s = pd.Series(data, index=index)
```


On master

```python
848 ms ± 10.2 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)
```

On 0.25.x

```python
   ...: %timeit Series(data, index=index)
82.5 ms ± 2.05 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
```

Looking into a bit now. We're spending a lot more time in `ensure_index` -> `is_period_dtype` / `is_dtype` / `construct_from_string`.