Also, KVM, VMWare (and maybe Xen?) allow PMU access too (but not VirtualBox). Both VMWare ESXi and VMware Server/Workstation/Fusion allow PMU access, you just need to make sure it's enabled in the settings.

A quick way to check if PMU access is enabled is this:

  dmesg | grep "Performance Events"

Edit: Oh, unfortunately VMware Fusion 12 (on Mac OSX Intel) does not expose the performance counters to the VM anymore, as it's using the OSX Hypervisor Framework instead of its own kernel module.

A simple answer that solves the problem, thank you!