O Windows tem uma ferramenta para isso. É chamado Perfmon.
The Reliability and Performance Monitor introduced in Windows Vista, is a good built-in tool that lets you monitor and study how applications you run affect your computer’s performance, both in real-time and by collecting log data for later analysis. In this post we will see how to use Performance Monitor or Perfmon, as it is called, in Windows 8. The same of course applies to Windows 7 too.
Aqui está um bom artigo sobre como configurar a coleta de dados tempo.