With basically all of today's monitors (all LCD or other flatscreen monitors), the pixels of the "native resolution" are the physical pixels of the monitor. So, if you want to change the native resolution, you need to get a new monitor with that resolution.
As for "playing on native resolution gives better performance" - not quite, or rather, that depends on how you measure "performance". Using a higher than the native resolution doesn't gain yo anything, as the monitor simply can't show it. Although, for most games, you can set anti-aliasing so that the GPU calculates 2 (or 4, or more) times the number of pixels for better edge definition and then scales down that image to the monitor's resolution.
Using a lower than the native resolution may be interesting if your GPU struggles with keeping up a reasonable frame rate. Depending on other settings, your monitor will then either scale up the image (loking horrible) or have a black border around the image.