Payments by Customer

Hello-

I want to create a report that identifies customer payments over three periods - something simple like this:


Customer.....Payments this Month.....Payments Last Month.....Payments 2 Mo Ago
ABC Cust.....250............................250.............................250
DEF Cust.....0...............................500..............................500
GHI Cust.....500............................1000............................1000

I have tried to accomplish this building a transaction report from scratch, but my list of customers show $0 even though we have collected payments over the past three periods.  If I change the Transaction Type filter = "Payments" and select "Invoices", the results show values.  Is this because Payments can not be tied to Customers using a report in this manner? 

Here is an example of what I tried that did not work: