Performance regression in frame_methods.Quantile.time_frame_quantile
https://pandas.pydata.org/speed/pandas/index.html#frame_methods.Quantile.time_frame_quantile?p-axis=0&commits=ce292485c781ec0df0a765869848b97ac3c88a54 

https://github.com/pandas-dev/pandas/commit/ce292485c781ec0df0a765869848b97ac3c88a54 (an f-string PR). Most likely the formatting is somewhat expensive.