According to details provided by AMD, there are two issues with AMD CPUs and Windows 11 OS, including an around 3x increase in L3 cache latency and UEFI CPPC2 "preferred core" which has problems in scheduling threads on the CPU fastest core.
In terms of a performance hit, the increase in latency affects applications sensitive to memory subsystem access time with the performance hit of around 3 to 5 percent in applications and 10 to 15 percent in eSports games.
The preferred core issue can be noticed in applications sensitive to the performance of one or a few CPU threads and is more detectable in CPUs with more than eight cores and 65W+ TDP. Basically, the OS can't properly pick the best cores in light-threaded applications, resulting in reduced performance.
Thankfully, these matters were spotted early and can be resolved with a simple software update and, according to AMD, will be coming with a Windows Update this month.