Python IS an interpreted language, you cannot change that.
You can package your application, so it would be able to run on a machine where Python is not installed. There are several utilities for it apart from PyInstaller. But this makes the application bound to an operating system. You can also run a python program / script anywhere, where python is installed already (as long as the dependency libraries are also installed) .
Apart of Python being an interpreted Language. For it to be purely compiled, one will need to make it's compiler. Due to a huge distance of Python from machine code (It is a high level language). It's compiler will be more complicated and will take more time to compile the code compared to compiling C source code which is much more closer to the machine code compared to Python.