I prefer functional style whenever I can. I noticed that this style slows Python programs down. It seems function calls are rather expensive. Does anybody have a similar experience?
Yes, I suspect it is a pitfall of a multi-paradigm language that cannot assume so much about code in order to optimize. Opinionated functional languages (ie clojure, haskell) can have a lot more guarantees about what is going on in order to optimize all those function calls, lexical bindings, etc.
There's a bunch of oddities in Python, e.g. recursion limits.