If you want to use PerfHUD with an XNA game, you’ll need to make some changes to your source code. Since the PerfHUD documentation only explains how to do this when using the native DirectX interfaces from C++, it can be a bit confusing to figure out how to make it work with XNA, especially since the XNA Framework goes to some effort to prevent your games from starting on graphics devices that might not support its feature set (for example, reference rasterizers). Since PerfHUD presents itself as a reference rasterizer, you have to jump through some hoops.
The solution is to write a custom GraphicsDeviceManager that replaces the default XNA one. Luckily, you don’t have to write very much code to make this work – you just have to do things in a particular way so the framework remains happy. The source code can be found here. All you need to do is add this class to your project (or use the library it comes in), and modify your game’s initialization code to look something like this:
#if !XBOX
Graphics = new PerfHUDDeviceManager(this);
#else
Graphics = new GraphicsDeviceManager(this);
#endif
After this, you should be able to start your game under PerfHUD on Windows.
Please note that since the PerfHUD device presents itself as a reference rasterizer, I believe this disables use of some types of hardware acceleration within the framework, so your framerate may suffer as a result when running under PerfHUD, and you might get slightly misleading results when profiling. I consider this to be the unfortunate intersection of two bad design decisions, but not really a bug. If you felt so inclined you could probably work around this issue by hacking up the XNA Framework classes a bit so that they believe the PerfHUD device is a real hardware device.
