I always feel this is a little unfair. Sure, a Python program and an R program, written the same way, using the same data structures, etc.. is going to usually show the R program is faster.

But getting to that point is where the challenge is, and I feel that Python makes thinking about things like data structures and the algorithms you're using (in the case of external libraries) or writing much easier than other languages.

In my experience once you "get there" that is enough.