In fact, it can usually make your network faster for the following reasons:
- advertisement assets (images/video) are not downloaded
- DNS queries are cached
- only DNS traffic (port 53) passes through Pi-hole
The last bullet in that list is important, because unlike a proxy server, Pi-hole only handles the DNS queries, which are relatively small. Even on a 100Mb network card, Pi-hole can handle a lot of clients at once. The most we have heard of is 250 clients on a Raspberry Pi 2B.