Following are the major limitations of PPS 2010 :

• Can't sort stack bar Analytical charts out of box. (Work around - create a measure in SSAS Cube which is sum of all the measures used in stack chart and sort based on that.hide that measure in display).
• Analytical charts color can't be controlled.
• The scale for axis in any form of chart can't be controlled.
• Can't create named sets or custom sets in PPS,everything sholud be on SSAS Cube.
• SSRS Charts in PPS shows (cross X) mark in sharepoint ,if you are not an admin in machine where PPS and Sharepoint is installed.(workaround - If you include toolbar in SSRS Report then it will be fixed).
• SSRS 2008 R2 Maps is very slow in PPS.
• Can't pass default value for a parameter in report under dashboard level.