1. A method for determining one or more performance metrics for a distributed application in which distributed application data are transferred from a first site to a second site over a network, the method comprising: (a) receiving a request from a user for the distributed application data, the request being transmitted from the second site to the first site over the network; (b) including machine instructions with the distributed application data that define a performance monitoring function, the machine instructions and the distributed application data being a single data file; (c) including a monitor cookie with the distributed application data that indicates that the distributed application data are a monitored object; (d) transmitting, in response to the request, the distributed application data from the first site to the second site over the network; (e) detecting the monitor cookie at the second site; (f) executing, in response to the monitor cookie being detected, the machine instructions at the second site to implement the performance monitoring function used to determine the one or more performance metrics for the distributed application without using the performance monitoring function to request any distributed application data from any site, at least one of the one or more performance metrics being determined in connection with timing of events occurring during the transmission of the distributed application data to the second site; (g) determining a performance metric at the first site; and (h) combining at least one of the one or more performance metrics determined at the second site with the performance metric determined at the first site to determine a correlated performance metric.