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Showing content from https://github.com/pandas-dev/pandas/issues/3259 below:

concat with empty frame and timeseries indexed frames · Issue #3259 · pandas-dev/pandas · GitHub

http://stackoverflow.com/questions/15819050/pandas-dataframe-concat-vs-append/15822811#15822811

Very curious why this would be

In [17]: df1 = pd.DataFrame(dict(A = range(10000)),index=pd.date_range('20130101',periods=10000,freq='s'))

In [18]: df1
Out[18]: 
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 10000 entries, 2013-01-01 00:00:00 to 2013-01-01 02:46:39
Freq: S
Data columns (total 1 columns):
A    10000  non-null values
dtypes: int64(1)

In [19]: df4 = pd.DataFrame()

The concat

In [20]: %timeit pd.concat([df1,df2,df3])
1000 loops, best of 3: 270 us per loop

This is equavalent of your append

In [21]: %timeit pd.concat([df4,df1,df2,df3])
10 loops, best of 

 3: 56.8 ms per loop

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