diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py
index 05af596f..e3564c54 100644
--- a/zipline/finance/performance.py
+++ b/zipline/finance/performance.py
@@ -18,6 +18,8 @@ Performance Tracking
     +-----------------+----------------------------------------------------+
     | progress        | percentage of test completed                       |
     +-----------------+----------------------------------------------------+
+    | started_at      | datetime in utc marking the start of this test     |
+    +-----------------+----------------------------------------------------+
     | cumulative_capti| The net capital used (positive is spent) through   |
     | al_used         | the course of all the events sent to this tracker  |
     +-----------------+----------------------------------------------------+
@@ -105,6 +107,12 @@ Performance Period
     |               | :py:meth:`Position.to_dict()`                        |
     |               | for details on the contents of the dict              |
     +---------------+------------------------------------------------------+
+    | pnl           | Dollar value profit and loss, for both realized and  |
+    |               | unrealized gains.                                    |
+    +---------------+------------------------------------------------------+
+    | returns       | percentage returns for the entire portfolio over the |
+    |               | period                                               |
+    +---------------+------------------------------------------------------+
     | timestamp     | System time evevent occurs in zipilne                |
     +---------------+------------------------------------------------------+
 
@@ -135,9 +143,10 @@ class PerformanceTracker():
     def __init__(self, trading_environment):
         
         
-        self.trading_environment     = trading_environment
-        self.trading_day  = datetime.timedelta(hours = 6, minutes = 30)
-        self.calendar_day = datetime.timedelta(hours = 24)
+        self.trading_environment    = trading_environment
+        self.trading_day            = datetime.timedelta(hours = 6, minutes = 30)
+        self.calendar_day           = datetime.timedelta(hours = 24)
+        self.started_at             = datetime.datetime.utcnow()
 
         self.period_start            = self.trading_environment.period_start
         self.period_end              = self.trading_environment.period_end
@@ -191,6 +200,7 @@ class PerformanceTracker():
         returns_list = [x.to_dict() for x in self.returns]
 
         return {
+            'started_at'              : self.started_at,
             'period_start'            : self.period_start,
             'period_end'              : self.period_end,
             'progress'                : self.progress,
@@ -421,6 +431,8 @@ class PerformancePeriod():
             'ending_cash'    : self.ending_cash,
             'positions'      : positions,
             'timestamp'      : datetime.datetime.now(),
+            'pnl'            : self.pnl,
+            'returns'        : self.returns
         }
         
     def to_namedict(self):
diff --git a/zipline/protocol.py b/zipline/protocol.py
index f4ee5d68..3b4bfa05 100644
--- a/zipline/protocol.py
+++ b/zipline/protocol.py
@@ -629,40 +629,37 @@ def PERF_FRAME(perf):
     #pull some special fields from the perf for easy access
     date = perf['last_close']
     tp   = perf['todays_perf']
+    cp   = perf['cumulative_perf']
     risk = perf['cumulative_risk_metrics']
 
-    #create the daily nested message
-    #TODO: add daily PnL in dollars
     daily_perf = {
         'date'            : EPOCH(date),
-        'returns'         : perf['returns'][-1]['returns'],
-        'pnl'             : 0.0,
+        'returns'         : tp['returns'],
+        'pnl'             : tp['pnl'],
         'portfolio_value' : tp['ending_value']
     }
 
-    #TODO: add total returns to the message from perf
-    #TODO: add total bm returns to the message from perf
-    #TODO: add daily PnL in dollars
     cumulative_perf = {
         'alpha'                : risk['alpha'],
         'beta'                 : risk['beta'],
         'sharpe'               : risk['sharpe'],
-        'total_returns'        : 0.0,
+        'total_returns'        : cp['returns'],
         'volatility'           : risk['algo_volatility'],
         'benchmark_volatility' : risk['benchmark_volatility'],
-        'benchmark_returns'    : 0,
+        'benchmark_returns'    : risk['benchmark_period_return'],
         'max_drawdown'         : risk['max_drawdown'],
-        'pnl'                  : 0.0,
+        'pnl'                  : cp['pnl']
     }
+    
+    # nest the cumulative performance data in the daily.
+    daily_perf['cumulative'] = cumulative_perf
 
-    #TODO: perf needs to track start time of the bt
     #TODO: pass the cursor value in.
     result = {
-        'started_at'        : 0,
+        'started_at'        : EPOCH(perf['started_at']),
+        'cursor'            : 0,
         'daily'             : [daily_perf],
         'percent_complete'  : perf['progress'],
-        'cumulative'        : cumulative_perf,
-        'cursor'            : 0,
     }
     
     return msgpack.dumps(tuple(['PERF', result]))