Using the SharePoint and PerformancePoint Server APIs
On a current project, we had a requirement to associate Tasks, Documents, Links and Commentary with Scorecards and KPIs. We decided to integrate with SharePoints custom lists as it just made sense to use SharePoints content management and storage features so we didn't have to redevelop it. Anyway, with a little research of the APIs provided by SharePoint and PerformancePoint Server Monitoring and Analytics, it is totally possible. Below are some screenshots of the solution. I'll post the code for all of this later this month or early November if you want it. Let me know.
Click on a KPI and see a SharePoint Discussion Board associated with that KPI.

SharePoint Links associated with a KPI

SharePoint Tasks associated with a KPI

KPI Meta data from the PerformancePoint workspace
