I see that you are trying to create a new Data Source in PerformancePoint.
The selection that you have checked in the screenshot is a "Standard Connection". The intent of this is to use an SSAS Multidementional datasource. From your other screenshots it looks like you are just trying to connect to a database engine i.e. A Tabular Datasource.
In PerformancePoint tabular datasources are only compatible with Filters and Scorecards. This is described in an msdn article titled Planning for PerformancePoint data sources