diff --git a/zipline/algorithm.py b/zipline/algorithm.py
index 9f8b325f..bdd20ef4 100644
--- a/zipline/algorithm.py
+++ b/zipline/algorithm.py
@@ -29,6 +29,7 @@ from zipline.errors import (
     UnsupportedCommissionModel,
     OverrideCommissionPostInit
 )
+from zipline.finance.performance import PerformanceTracker
 from zipline.sources import DataFrameSource, DataPanelSource
 from zipline.utils.factory import create_simulation_parameters
 from zipline.transforms.utils import StatefulTransform
@@ -171,7 +172,7 @@ class TradingAlgorithm(object):
         skipped.
         """
         self.data_gen = self._create_data_generator(source_filter, sim_params)
-
+        self.perf_tracker = PerformanceTracker(sim_params)
         self.trading_client = AlgorithmSimulator(self, sim_params)
 
         transact_method = transact_partial(self.slippage, self.commission)
diff --git a/zipline/gens/tradesimulation.py b/zipline/gens/tradesimulation.py
index 8859b1b7..3bad1dcd 100644
--- a/zipline/gens/tradesimulation.py
+++ b/zipline/gens/tradesimulation.py
@@ -17,7 +17,6 @@ from itertools import chain
 from logbook import Logger, Processor
 
 from zipline.protocol import BarData, DATASOURCE_TYPE
-from zipline.finance.performance import PerformanceTracker
 from zipline.gens.utils import hash_args
 
 log = Logger('Trade Simulation')
@@ -45,15 +44,6 @@ class AlgorithmSimulator(object):
         # ==============
         self.sim_params = sim_params
 
-        # ==============
-        # Perf Tracker
-        # Setup
-        # ==============
-        self.perf_tracker = PerformanceTracker(self.sim_params)
-
-        self.perf_key = self.EMISSION_TO_PERF_KEY_MAP[
-            self.perf_tracker.emission_rate]
-
         # ==============
         # Algo Setup
         # ==============
@@ -63,6 +53,9 @@ class AlgorithmSimulator(object):
                                                   second=0,
                                                   microsecond=0)
 
+        self.perf_key = self.EMISSION_TO_PERF_KEY_MAP[
+            self.algo.perf_tracker.emission_rate]
+
         # ==============
         # Snapshot Setup
         # ==============
@@ -108,7 +101,7 @@ class AlgorithmSimulator(object):
             updated = False
             bm_updated = False
             for date, snapshot in stream:
-                self.perf_tracker.set_date(date)
+                self.algo.perf_tracker.set_date(date)
                 self.algo.blotter.set_date(date)
                 # If we're still in the warmup period.  Use the event to
                 # update our universe, but don't yield any perf messages,
@@ -118,7 +111,7 @@ class AlgorithmSimulator(object):
                         if event.type in (DATASOURCE_TYPE.TRADE,
                                           DATASOURCE_TYPE.CUSTOM):
                             self.update_universe(event)
-                        self.perf_tracker.process_event(event)
+                        self.algo.perf_tracker.process_event(event)
 
                 else:
 
@@ -131,10 +124,12 @@ class AlgorithmSimulator(object):
                             bm_updated = True
                         txns, orders = self.algo.blotter.process_trade(event)
                         for data in chain([event], txns, orders):
-                            self.perf_tracker.process_event(data)
+                            self.algo.perf_tracker.process_event(data)
 
                     # Update our portfolio.
-                    self.algo.set_portfolio(self.perf_tracker.get_portfolio())
+                    self.algo.set_portfolio(
+                        self.algo.perf_tracker.get_portfolio()
+                    )
 
                     # Send the current state of the universe
                     # to the user's algo.
@@ -147,7 +142,7 @@ class AlgorithmSimulator(object):
                         # the perf packet, so that the perf includes
                         # placed orders
                         for order in self.algo.blotter.new_orders:
-                            self.perf_tracker.process_event(order)
+                            self.algo.perf_tracker.process_event(order)
                         self.algo.blotter.new_orders = []
 
                     # The benchmark is our internal clock. When it
@@ -156,12 +151,12 @@ class AlgorithmSimulator(object):
                         bm_updated = False
                         yield self.get_message(date)
 
-            risk_message = self.perf_tracker.handle_simulation_end()
+            risk_message = self.algo.perf_tracker.handle_simulation_end()
 
             # When emitting minutely, it is still useful to have a final
             # packet with the entire days performance rolled up.
-            if self.perf_tracker.emission_rate == 'minute':
-                daily_rollup = self.perf_tracker.to_dict(
+            if self.algo.perf_tracker.emission_rate == 'minute':
+                daily_rollup = self.algo.perf_tracker.to_dict(
                     emission_type='daily'
                 )
                 daily_rollup['daily_perf']['recorded_vars'] = \
@@ -172,15 +167,15 @@ class AlgorithmSimulator(object):
 
     def get_message(self, date):
         rvars = self.algo.recorded_vars
-        if self.perf_tracker.emission_rate == 'daily':
+        if self.algo.perf_tracker.emission_rate == 'daily':
             perf_message = \
-                self.perf_tracker.handle_market_close()
+                self.algo.perf_tracker.handle_market_close()
             perf_message['daily_perf']['recorded_vars'] = rvars
             return perf_message
 
-        elif self.perf_tracker.emission_rate == 'minute':
-            self.perf_tracker.handle_minute_close(date)
-            perf_message = self.perf_tracker.to_dict()
+        elif self.algo.perf_tracker.emission_rate == 'minute':
+            self.algo.perf_tracker.handle_minute_close(date)
+            perf_message = self.algo.perf_tracker.to_dict()
             perf_message['intraday_perf']['recorded_vars'] = rvars
             return perf_message