PERF: add memory benchmarks?

[jorisvandenbossche]

Seeing #9648, we could maybe start adding memory benchmarks as well (this would be possible with asv?)

[mroeschke]

Looks like we're starting to add peakmem_* benchmarks in ASV so I think we're on our way toward this issue. If we want to add memory benchmarks for specific parts of the code base I think it's best to open a separate issue for it