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In my experience the PS4 is way faster overall than gaming on the PC, the OS is way faster than windows especially in the cold boot. Games run a lot faster unless you are using an SSD on the PC, and the PS4 Pro has even faster loading times. You can put the games into sleep mode and every one of them will be instantly in the status you left it if you turn on the console, you can install games and play them at the same time etc.