Recover Performance data after work relationship cancellation

Summary:

We have a situation where our team is cancelling work relationship of few employees because of which all their performance data is getting wiped off from frontend and backend. We need to recover that data, we thought of transferring the documents first before cancellation but that can't be done because new assignment won't be created before cancellation.

Is there any way of doing it?

Also alternatively, I tried to move the performance document from one assignment to another using the Oracle process of Global/Legal entity transfer (I tried to change the legal entity and kept the manager same):