Hello Junwei,
Unfortunately there is not a one size fits all answer to this question, but it is certainly our recommendation to PLECS Blockset users to place as much of a model as possible inside the PLECS Circuit block in Simulink, and this has been shown to generally increase the simulation speed. More likely though, there are certain blocks or schemes in the Simulink portion of your model that may not be optimized, or are more efficiently done on the PLECS side. So we can't say for certain, but the model porting may be worth your effort. We can also provide feedback on your model in general, and possibly optimize its speed in its current form, if you send it to support@plexim.com.
Best regards,
Kris