I also requested via a PER to have such information added into the agent diagnostic tool. I would suggest doing the same (KB60021).
Outside of that, the agent diagnostic tool is going to show you how the rule is applied to the endpoint but that's about it. It's a great troubleshooting tool to determine why a machine is acting a certain way but doesn't show or suggest performance factors on the endpoint.
The tool can be found in the DLPe product zip from the download page. It will be in the tools folder within the zip.
I've used the diagnostic tool to help determine whether or not the policy I'm expecting to show up on a machine has actually done so. Hopefully they will add some improvements to it. Perhaps I'll submit a PER as well.