There are several different phases involved in loading a web page. The first is how long it takes for the site to actually send the response to your request. If it takes 5 seconds to request index.php, there is not anything the browser can do to fix this. Caching and optimizing code will help, unfortunately most sites are build on a CMS (ie wordpress), and most designers / admin do not know how to optimize this properly. If this is slow it is usually either bad code, or trying to store entirely too much stuff in the database. Some, very poorly designed, sites will also make remote calls to external servers, this is painfully slow.
With all of these methods, the time that it takes to completely load and render all content on the page will be about the same. But, from the users point of view, the page will appear to be loading faster.