diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py
index 23214016..53f52367 100644
--- a/tests/test_perf_tracking.py
+++ b/tests/test_perf_tracking.py
@@ -1105,8 +1105,7 @@ class TestPositionPerformance(WithInstanceTmpDir, WithTradingCalendars,
         txn2 = create_txn(self.asset2, trades_1[0].dt, 10.0, -100)
 
         pt = perf.PositionTracker(self.sim_params.data_frequency)
-        pp = perf.PerformancePeriod(1000.0, self.env.asset_finder,
-                                    self.sim_params.data_frequency)
+        pp = perf.PerformancePeriod(1000.0, self.sim_params.data_frequency)
         pp.position_tracker = pt
         pt.execute_transaction(txn1)
         pp.handle_execution(txn1)
@@ -1197,8 +1196,7 @@ class TestPositionPerformance(WithInstanceTmpDir, WithTradingCalendars,
             {1: trades})
         txn = create_txn(self.asset1, trades[1].dt, 10.0, 1000)
         pt = perf.PositionTracker(self.sim_params.data_frequency)
-        pp = perf.PerformancePeriod(1000.0, self.env.asset_finder,
-                                    self.sim_params.data_frequency)
+        pp = perf.PerformancePeriod(1000.0, self.sim_params.data_frequency)
         pp.position_tracker = pt
 
         pt.execute_transaction(txn)
@@ -1288,7 +1286,7 @@ class TestPositionPerformance(WithInstanceTmpDir, WithTradingCalendars,
             {1: trades})
         txn = create_txn(self.asset1, trades[1].dt, 10.0, 100)
         pt = perf.PositionTracker(self.sim_params.data_frequency)
-        pp = perf.PerformancePeriod(1000.0, self.env.asset_finder,
+        pp = perf.PerformancePeriod(1000.0,
                                     self.sim_params.data_frequency,
                                     period_open=self.sim_params.start_session,
                                     period_close=self.sim_params.end_session)
@@ -1406,9 +1404,7 @@ single short-sale transaction"""
 
         txn = create_txn(self.asset1, trades[1].dt, 10.0, -100)
         pt = perf.PositionTracker(self.sim_params.data_frequency)
-        pp = perf.PerformancePeriod(
-            1000.0, self.env.asset_finder,
-            self.sim_params.data_frequency)
+        pp = perf.PerformancePeriod(1000.0, self.sim_params.data_frequency)
         pp.position_tracker = pt
 
         pt.execute_transaction(txn)
@@ -1525,8 +1521,9 @@ single short-sale transaction"""
 
         # now run a performance period encompassing the entire trade sample.
         ptTotal = perf.PositionTracker(self.sim_params.data_frequency)
-        ppTotal = perf.PerformancePeriod(1000.0, self.env.asset_finder,
-                                         self.sim_params.data_frequency)
+        ppTotal = perf.PerformancePeriod(
+            1000.0, self.sim_params.data_frequency
+        )
         ppTotal.position_tracker = pt
 
         ptTotal.execute_transaction(txn)
@@ -1632,8 +1629,7 @@ trade after cover"""
         short_txn = create_txn(self.asset1, trades[1].dt, 10.0, -100)
         cover_txn = create_txn(self.asset1, trades[6].dt, 7.0, 100)
         pt = perf.PositionTracker(self.sim_params.data_frequency)
-        pp = perf.PerformancePeriod(1000.0, self.env.asset_finder,
-                                    self.sim_params.data_frequency)
+        pp = perf.PerformancePeriod(1000.0, self.sim_params.data_frequency)
         pp.position_tracker = pt
 
         pt.execute_transaction(short_txn)
@@ -1720,7 +1716,6 @@ shares in position"
         pt = perf.PositionTracker(self.sim_params.data_frequency)
         pp = perf.PerformancePeriod(
             1000.0,
-            self.env.asset_finder,
             self.sim_params.data_frequency,
             period_open=self.sim_params.start_session,
             period_close=self.sim_params.sessions[-1]
@@ -1784,8 +1779,7 @@ shares in position"
         self.assertEqual(pp.pnl, -800, "this period goes from +400 to -400")
 
         pt3 = perf.PositionTracker(self.sim_params.data_frequency)
-        pp3 = perf.PerformancePeriod(1000.0, self.env.asset_finder,
-                                     self.sim_params.data_frequency)
+        pp3 = perf.PerformancePeriod(1000.0, self.sim_params.data_frequency)
         pp3.position_tracker = pt3
 
         average_cost = 0
@@ -1836,8 +1830,7 @@ shares in position"
         transactions = factory.create_txn_history(*history_args)
 
         pt = perf.PositionTracker(self.sim_params.data_frequency)
-        pp = perf.PerformancePeriod(1000.0, self.env.asset_finder,
-                                    self.sim_params.data_frequency)
+        pp = perf.PerformancePeriod(1000.0, self.sim_params.data_frequency)
         pp.position_tracker = pt
 
         for idx, (txn, cb) in enumerate(zip(transactions, cost_bases)):
@@ -1875,7 +1868,7 @@ shares in position"
             {1: trades})
         txn = create_txn(self.asset1, trades[0].dt, 10.0, 100)
         pt = perf.PositionTracker(self.sim_params.data_frequency)
-        pp = perf.PerformancePeriod(1000.0, self.env.asset_finder,
+        pp = perf.PerformancePeriod(1000.0,
                                     self.sim_params.data_frequency,
                                     period_open=self.sim_params.start_session,
                                     period_close=self.sim_params.end_session)
@@ -1918,7 +1911,7 @@ shares in position"
             {1: trades})
         txn = create_txn(self.asset1, trades[0].dt, 10.0, 100)
         pt = perf.PositionTracker(self.sim_params.data_frequency)
-        pp = perf.PerformancePeriod(1000.0, self.env.asset_finder,
+        pp = perf.PerformancePeriod(1000.0,
                                     self.sim_params.data_frequency,
                                     period_open=self.sim_params.start_session,
                                     period_close=self.sim_params.end_session)
diff --git a/zipline/finance/performance/period.py b/zipline/finance/performance/period.py
index 1a0d8d70..1d009dd5 100644
--- a/zipline/finance/performance/period.py
+++ b/zipline/finance/performance/period.py
@@ -139,7 +139,6 @@ class PerformancePeriod(object):
     def __init__(
             self,
             starting_cash,
-            asset_finder,
             data_frequency,
             period_open=None,
             period_close=None,
@@ -148,7 +147,6 @@ class PerformancePeriod(object):
             serialize_positions=True,
             name=None):
 
-        self.asset_finder = asset_finder
         self.data_frequency = data_frequency
 
         # Start and end of the entire period
@@ -362,7 +360,7 @@ class PerformancePeriod(object):
     def handle_execution(self, txn):
         self.cash_flow += self._calculate_execution_cash_flow(txn)
 
-        asset = self.asset_finder.retrieve_asset(txn.asset)
+        asset = txn.asset
         if isinstance(asset, Future):
             try:
                 old_price = self._payout_last_sale_prices[asset]
@@ -394,7 +392,7 @@ class PerformancePeriod(object):
         try:
             multiplier = self._execution_cash_flow_multipliers[txn.asset]
         except KeyError:
-            asset = self.asset_finder.retrieve_asset(txn.asset)
+            asset = txn.asset
             # Futures experience no cash flow on transactions
             if isinstance(asset, Future):
                 multiplier = 0
diff --git a/zipline/finance/performance/tracker.py b/zipline/finance/performance/tracker.py
index d9b5b79d..6546429c 100644
--- a/zipline/finance/performance/tracker.py
+++ b/zipline/finance/performance/tracker.py
@@ -140,7 +140,6 @@ class PerformanceTracker(object):
             keep_orders=False,
             # don't serialize positions for cumulative period
             serialize_positions=False,
-            asset_finder=self.asset_finder,
             name="Cumulative"
         )
         self.cumulative_performance.position_tracker = self.position_tracker
@@ -156,7 +155,6 @@ class PerformanceTracker(object):
             keep_transactions=True,
             keep_orders=True,
             serialize_positions=True,
-            asset_finder=self.asset_finder,
             name="Daily"
         )
         self.todays_performance.position_tracker = self.position_tracker