The EGR is the "exhaust gas recirculation valve" and it recirculates some of the exhaust gas back through to the inlet to be be burnt again. It does this for two reasons, to reduce emmisions and to keep combustion chamber temperatures down. The problem comes when the EGR sticks open, the valve opens and closes at different points but under heavy acceleration it should be almost if not completely closed which is why you see smoke when ever someone is thrashing a derv with a EGR valve. If the valve sticks open then effectively some of the power is lost hence the lack lustre performance !

These valves can be cleaned or even blanked off but when blanked it can some times cause a fault code.

The DPF can cause problems as it effectively bungs up the exhaust but this will be down to how well or often the system is regenerating, the PSA engine and system you have uses a fluid to regenerate and clean the DPF. This fluid is known as Eolys fluid and does need to be refilled once it's all used but I would suggest getting it plugged into a diagnostic machine if you can, it could be a few things and there's no point just "guess" replacing parts !