CompilePyPy — wiki
Compiling pygame on PyPy is pretty straight forward, just follow the regular compilation instructions for your platform, replacing any "python/python3" commands with "pypy/pypy3" and "pip/pip3" commands with "pypy -m pip/pypy3 -m pip" respectively.
PyPy has to be installed for this to work, and it can be downloaded from here or any package manager you prefer.