Datamart vs Excel File

Hello All,

Thank you for reading my queries. I do not know if this is illogical question.

I have a data in multipe excel. The total size is around 4-5 gb and has more than 6 million rows and 33 columns.  I can append all these excel and import in PBI desktop. Another way, i belived is developing datamart/dataset and then linking these datamart and dataset to PBI. What is the difference in performance and tradeoff in these two method.