I would rather not give them a copy of the review because it was not good. An employer in the U.S. cannot ask information that provides illegal criteria for selecting a candidate. Illegal information includes your age, your country of origin, your marital and parental status, and your race.
Employers can ask for whatever performance and salary information they wish.
You can refuse to provide your review, but understand that your refusal will be perceived as an effort to hide information detrimental to you. To the extent that the prospective job is different than the current one, you could suggest that your review speaks only to the current job and your references will provide a more complete picture of your performance in several recent jobs. If you decide to provide your performance review, be sure to accompany it with what actions you have taken since the review to improve your performance, better yet a letter from your supervisor stating that you have made major improvements since the formal review. You can also refuse to provide your salary, but this will likely result in the end of your candidacy. Your boss probably will not reveal it, because most companies muzzle employees and advise them to confirm title and dates employed only.