I set my Pi4 up with wireguard+pihole recently. I think pihole does nothing 99.99% of the time, so I can’t speak to how performance is in worst case scenarios, but wireguard seems fine. I get about 25 Mbps up/down (speedtest.net with a single client, so assume it’s 25 Mbps aggregate. Not a lot for hefty file transfers but comfy enough for VNC to multiple hosts. The big win is in decreased latency. I don’t have good quantifications of this beyond speedtest.net run from my work. 5 ms with no VPN. 82 ms using my router’s OpenVPN. 24 ms using Pi4 wireguard. These were just single runs so the strong law of small numbers may apply. I know iperf is more scientific, but I wanted a quick, empirical full internet test. My home internet is 550 Mbps down / 36 Mbps up.

Full data (iPhone 11 client at work):

<VPN>: <down Mbps> / <up Mbps> / <RTT ms>

No VPN: 145 / 139 / 5

Router OpenVPN: 25 / 6 / 82

pi4 wireguard: 24 / 27 / 24