Andy Brownsword explains one performance improvement technique for Power BI data transformations:
As a database developer, when I started using Power BI, I was concerned about it retrieving reams of data only to perform transformations downstream. The Power Query editor misleads us into thinking the retrieval and transformations are applied sequentially.
Thanks to Query Folding, that’s not usually the case. And that gives us more power to extract performance from the database.
This only works in situations where there’s something downstream to perform that processing, like a relational database. And one of the areas where you can affect performance, either positively or negatively, is in organizing operations such that you have a stretch of foldable operations. That way, all of it can run as one operation in the database.