BENCH: tighter targeting on ChainedIndexing benchmark
ATM almost half of the benchmark runtime is in the DataFrame constructor.
Test failures look unrelated - restarting CI.


```
  File "pandas\_libs\tslibs\tzconversion.pyx", line 383, in pandas._libs.tslibs.tzconversion.tz_convert_utc_to_tzlocal
.    return _tz_convert_tzlocal_utc(utc_val, tz, to_utc=False, fold=fold)
  File "pandas\_libs\tslibs\tzconversion.pyx", line 594, in pandas._libs.tslibs.tzconversion._tz_convert_tzlocal_utc
    delta = _tzlocal_get_offset_components(val, tz, to_utc, fold)
  File "pandas\_libs\tslibs\tzconversion.pyx", line 554, in pandas._libs.tslibs.tzconversion._tzlocal_get_offset_components
    dt = dt.astimezone(tz)
  File "C:\Miniconda\envs\pandas-dev\lib\site-packages\dateutil\tz\_common.py", line 144, in fromutc
    return f(self, dt)
  File "C:\Miniconda\envs\pandas-dev\lib\site-packages\dateutil\tz\_common.py", line 261, in fromutc
    _fold = self._fold_status(dt, dt_wall)
  File "C:\Miniconda\envs\pandas-dev\lib\site-packages\dateutil\tz\_common.py", line 196, in _fold_status
    if self.is_ambiguous(dt_wall):
  File "C:\Miniconda\envs\pandas-dev\lib\site-packages\dateutil\tz\tz.py", line 254, in is_ambiguous
    naive_dst = self._naive_is_dst(dt)
  File "C:\Miniconda\envs\pandas-dev\lib\site-packages\dateutil\tz\tz.py", line 260, in _naive_is_dst
    return time.localtime(timestamp + time.timezone).tm_isdst
OSError: [Errno 22] Invalid argument
..............................x.....
``` /azp run <samp>
Azure Pipelines successfully started running 1 pipeline(s).<br>

</samp> lgtm. @alimcmaster1 merge on green. /azp run <samp>
Azure Pipelines successfully started running 1 pipeline(s).<br>

</samp>