NewRelic: An Error Has Occurred

I successfully installed NewRelic. If I go to the monitoring tab of W3TC, it shows me the stats. I can also go to the NewRelic dashboard to see all the stats from my server.

But in the dashboard of Performance, it says “An error has occurred,” and that’s it.

https://www.dropbox.com/s/87kkf4d3448aco4/Screenshot%202017-01-05%2007.27.46.png?dl=0

No idea why. Any idea why this might be happening?