Update: The web part is now in beta test - more here
When you install the PerformancePoint add-in for Excel it also installs the PerformancePoint Server protocol handler. This allows you to send out hyperlinks for assignments in e-mails etc so that users can simply click on the link and open their assignment in Excel. The links are in the format:
However despite the strong links between SharePoint and PerformancePoint you can't put these into PPS hyperlinks into a SharePoint links list as the links won't validate with PerformancePoint: tagged on the front. And of course this list wouldn't be dynamic based on the users own assignments.
To overcome this, we are currently working on a SharePoint custom webpart for one of our clients that will automatically pick up the users personal assignments. If anyone is interested drop me a line and I'll be happy to send you a copy once it's a bit more complete.