Without going into too much baffling technical detail, NMOS devices (N for negative) use faster signal carriers - electrons, in PMOS (P for positive) devices the signal carriers are much slower "holes" ..
In silicon, Mobility of electrons is around 3 times faster than holes.
If you take an inverter, fall time is quick and rise time is more. In order to overcome this problem, Pmos is usually made twice that of nmos. That is why they say NMOS is faster than PMOS.