Hi,
Thanks for the interesting in our plugins.
It depends on your server resources to make it work with a large amount of posts and events. I would say you would need a powerful server to handle it, but for exact specs we do not have that information to give you.
Usually the biggest issues for performance come from having a large amount of recurring events in Pro and loading a lot of events in the month view.
You can test out some performance including month view using the core version of the Events Calendar found for free on WordPress.org: https://wordpress.org/plugins/the-events-calendar/
Let me know if you have any follow up questions.
Thanks