There's not really a performance penalty for Proton. It isn't an emulator (Wine Is Not An Emulator); rather it's a translation layer. It translates the machine code into something your system understands and runs it natively. It isn't creating a fake version of the hardware that runs it, like an emulator does. In fact, Proton sometimes has a performance increase because of the translation. It translates to Vulkan, which is often more performant.