That's what I noticed too - the performance problem comes in time, it's never out of the box after turning on Surface Pro. But what's weird, when it comes, sometimes it's not resolved even after system restart.
At first I was quite sure it's related to the wireless USB dongle from Logitech mouse I use. System was running much smoother after removing the dongle from the dock. But now I plugged it directly to the only USB port on my Surface Pro, and the performance problem is still here.