Slower in terms of how quickly it can go from a non-conducting state to a conducting state and back. This affects the risetime or fall time it can produce for pulse edges, the gain it has available to amplify high frequency signals, etc.
Thanks for the answers! The root cause is electrons's mobility is about twice that of holes. However, I see in some lectures, the unity frequency is calculated for single NMOS and PMOS amplifier, ft (NMOS) is about twice ft (PMOS) and then they concluded that NMOS is faster and high speed than PMOS.