Program Costs Wiping Out Report Data

I have put together an Analytics report for Program Performance for all of our field marketing events. There are limitations to how much this particular report can be customized, and I wasn't able to remove the costing columns on the right side of the report - however, I thought I would include Period Costs on all programs so that costing information would show and give more value.

I've assigned period costs to each program for the month that they were active in, and when I add the filtering to the report I created, it wipes out all the data (see screenshots for before and after). I also noticed that adding the filter doesn't add extra reporting columns in the report.

Before the period cost filter is added in the set up

After the period cost filter is added in the set up

The Field Marketing channel tag has the Inclusive (regardless of period cost) setting active and I set the filter to be our complete financial year so as not to miss anything. Is there something I should be adding, doing or removing to have this report show information again?

Any help is always appreciated

Michelle