This error seems to be related to the MySQL-Bug #58406 (status: verified).
For the moment, you can ignore that message. The process skips the table and continues as always.
Whatever, if you want to make sure that your database has not been corrupted in consequence of this error, simply force mysqldump to ignore all performance_schema-tables.
Plesk way:
“automysqlbackup: Unknown table engine ‘PERFORMANCE_SCHEMA’”Continue reading