PERF: remove use of Panel & perf in rolling corr/cov
State: closed

closes #17917

```
    before     after       ratio
  [aa9e0024] [872fe711]
-     1.70s    16.02ms      0.01  rolling.Pairwise.time_pairwise(None, 'corr', True)
-     1.84s    17.12ms      0.01  rolling.Pairwise.time_pairwise(10, 'corr', True)
-     1.84s    16.98ms      0.01  rolling.Pairwise.time_pairwise(1000, 'corr', True)
-     1.74s    15.59ms      0.01  rolling.Pairwise.time_pairwise(None, 'cov', True)
-     1.77s    15.63ms      0.01  rolling.Pairwise.time_pairwise(1000, 'cov', True)
-     1.83s    14.62ms      0.01  rolling.Pairwise.time_pairwise(10, 'cov', True)
```

Labels:
name: Performance
description: Memory or execution speed performance
name: Reshaping
description: Concat, Merge/Join, Stack/Unstack, Explode

Comments:
cc @grumpyquant

if you'd give this a test drive. handling the MI is somewhat non-trivial here.
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19257?src=pr&el=h1) Report
> Merging [#19257](https://codecov.io/gh/pandas-dev/pandas/pull/19257?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/3597de0ada3869c8841d05ef4353195a6e124184?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/19257/graphs/tree.svg?token=eZ4WkYLtcO&width=650&src=pr&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/19257?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #19257      +/-   ##
==========================================
- Coverage   91.67%   91.65%   -0.02%     
==========================================
  Files         148      150       +2     
  Lines       48542    48722     +180     
==========================================
+ Hits        44501    44657     +156     
- Misses       4041     4065      +24
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.02% <100%> (-0.02%)` | :arrow_down: |
| #single | `41.74% <0%> (+0.02%)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/19257?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/reshape/pivot.py](https://codecov.io/gh/pandas-dev/pandas/pull/19257/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcmVzaGFwZS9waXZvdC5weQ==) | `96.97% <100%> (+0.62%)` | :arrow_up: |
| [pandas/core/window.py](https://codecov.io/gh/pandas-dev/pandas/pull/19257/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvd2luZG93LnB5) | `96.32% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/accessors.py](https://codecov.io/gh/pandas-dev/pandas/pull/19257/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9hY2Nlc3NvcnMucHk=) | `90% <0%> (-0.2%)` | :arrow_down: |
| [pandas/core/internals.py](https://codecov.io/gh/pandas-dev/pandas/pull/19257/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW50ZXJuYWxzLnB5) | `95.46% <0%> (-0.01%)` | :arrow_down: |
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/19257/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `95.91% <0%> (-0.01%)` | :arrow_down: |
| [pandas/stats/api.py](https://codecov.io/gh/pandas-dev/pandas/pull/19257/diff?src=pr&el=tree#diff-cGFuZGFzL3N0YXRzL2FwaS5weQ==) | `100% <0%> (ø)` | |
| [pandas/stats/moments.py](https://codecov.io/gh/pandas-dev/pandas/pull/19257/diff?src=pr&el=tree#diff-cGFuZGFzL3N0YXRzL21vbWVudHMucHk=) | `70.81% <0%> (ø)` | |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/19257/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.62% <0%> (+0.2%)` | :arrow_up: |
| [pandas/core/indexes/multi.py](https://codecov.io/gh/pandas-dev/pandas/pull/19257/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9tdWx0aS5weQ==) | `96.14% <0%> (+0.99%)` | :arrow_up: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/19257/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `66.95% <0%> (+1.73%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19257?src=pr&el=continue).
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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19257?src=pr&el=footer). Last update [3597de0...2e8aaa1](https://codecov.io/gh/pandas-dev/pandas/pull/19257?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).