While on client site, I was setting up Project Server 2013, and specifically PerformancePoint.
When I loaded up PerformancePoint Dashboard Designer 2013, I could see reports listed in the tool, but no datasources. This environment was a migration, so we knew they existed.
Basically, we needed to grant access to the account running PerformancePoint Services. In this case, a dedicated PerformancePoint account. Here is the PowerShell;
$w = Get-SPWebApplication http://webappurl
This then allowed the data sources to appear!