I have configured PerformancePoint Services in my SharePoint 2010 Enterprise platform. Everything was configured correctly including Unattended Service Acount. But for some reason, I was getting errors while creating a data source from a SharePoint list in the same site collection using per-user identity option selected. It was working fine with Unattended Service Accoutn option. It was also logging the following error into Windows event viewer.
Event ID: 37
The following data source cannot be used because PerformancePoint Services is not configured correctly.
Data source location: http://siteurl/Data Connections for PerformancePoint/2_.000
Data source name: New Data Source
Monitoring Service was unable to retrieve a Windows identity for “domain\username”. Verify that the web application authentication provider in SharePoint Central Administration is the default windows Negotiate or Kerberos provider. If the user does not have a valid active directory account the data source will need to be configured to use the unattended service account for the user to access this data.
I was using Integrated Authentication for the web application. After searching for a long time, I found a discussion related to Geneva Framwork (Claims to Windows Token Service) to be running in the server (but that was for using Kerberos authentication with remote SSAS servers). Anyways, I started the Claims to Windows Token Service through Central Administration > Services on Server and bingo, per-user identiy option is working!!!