If using the fully qualified hostname (FQHN) in the CA Performance Manager config files, these need to be updated with the new domain name.
If the hostname remains the same, no changes are needed in the config files.
The /etc/hosts and DNS are definitely places where to update the domain name. And the actual hostname of the box needs update if set to the FQHN.
Anywhere the FQHN is used in the product, either change to just the hostname, or fix the FQHN provided.
If using IP or just the hostname in any of the CA Performance Management config files or Data Source edit dialog, then there is nothing to so, except make sure the Operating System can successfully resolve the right IP for the hostname.