For something that is looking at a dynamic filter (like less than Today), I normally do not recommend doing a calculated field as the calculations are only done when the task has been edited. My recommendation would be... when you are seriously going to use this pie chart for decision making that you first go to the details tab, select all tasks, and bulk edit clicking the "Recalculate Custom Expression" option first.
The calculation itself is IF(Status="CPL","Done",IF(Planned Completion Date<$$TODAY,"Delayed","Planned"))
For anyone that is interested in using this as a custom column in a report, here is the text mode for that:
displayname=Status of Task
textmode=true
valueexpression=IF({status}="CPL","Done",IF({plannedCompletionDate}<$$TODAY,"Delayed","Planned"))
valueformat=HTML