diff --git a/zipline/finance/performance/period.py b/zipline/finance/performance/period.py
index dd50128e..155e992b 100644
--- a/zipline/finance/performance/period.py
+++ b/zipline/finance/performance/period.py
@@ -236,10 +236,6 @@ class PerformancePeriod(object):
     def calculate_positions_value(self):
         raise ProxyError()
 
-    @position_proxy
-    def set_positions(self):
-        raise ProxyError()
-
     @position_proxy
     def _longs_count(self):
         raise ProxyError()