Paul Turley has a video covering Power BI query performance:
This post demonstrates how the order of steps added to a query can make a big performance difference and drastically effect the number of steps generated by the designer. I’ll demonstrate how to use the new query Diagnostics tools to compare and understand query performance.
The Power Query Editor for Power BI simplifies data transformation processing by generating query steps for each action you perform in the query designer. This whiteboard diagram shows the high-level flow of information through a Power BI solution. Every query has a source (“SRC” in the diagram) followed by a connection. The query consists of a series of transformations (“XForm”) prior to populating a table in the data model.
Read on for a high-level explanation followed by a video which covers the Query Diagnostics feature.