In SharePoint 2013 :
Does anonymous access support for BI sites where dashboards are deployed using Performance point services and SQL Server analysis server?
Where as in SharePoint 2010 this scenario is working
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Performance Point (PPS) became part of the Enterprise offering of SharePoint starting with Microsoft Office SharePoint Server 2007. As a tool it was branded as "Bringing BI to the Masses." In SharePoint 2010, it was possible to deploy PPS dashboards to BI sites with anonymous access. SharePoint 15 (2013) broke this, either on purpose or by mistake.
work around to Fix the issue.
Copy the ASPX page from (1) to:
Note: an IISRESET may be required after placing the files in the 14 & 15 hives.