PHP Code Blocks, Dynamic Tags, and Shortcodes: How do they impact performance?

It would be great to get input from @timmse, @itchycode, or @thomas on the performance implications of using PHP code, Shortcodes, or Dynamic Tags (either built-in tags or using them with custom functions).

What are the performance implications of executing PHP code within a code element vs. running it from functions.php?

What are the performance implications of running a custom PHP function through a Dynamic Tag vs. Creating a shortcode and outputting them to a template?

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Also, what would be an ideal way to test that?