A PDI Transformation may be colorful, organized, full of pretty notes, but at the end, the most important thing is that it meets its purpose within a reasonable time of execution. Therefore, it's important to test your work with real data in order to detect if there are things that can be affecting the performance.
There are many factors involved both internal—for example, bad configuration of sort steps—and external—for example lack of indexes in a database table. Fortunately, PDI offers some means to analyze and improve the performance of your transformations.
