I encountered this issue when creating some dashboards. More specifically I was adding a PerformancePoint filter to a webpart page. It took a short while but I quickly realized the URL being inserted was incorrect:
In fact the path should be something like /PWA/ProjectBICenter/Lists/PerformancePoint Content/8_.000. Therefore instead of highlighting the PerformancePoint item, then clicking the OK button, simply highlight the item, then select the URL from the Location (URL) path shown below:
Once selected, click the Cancel button, then simply paste into the Location: path in your Webpart Editor:
Now you’ve got it! Simply click ok and no more error.