They called trying to find my sister, asking me to "verify" her phone number. When I told her there was no way I was giving her my sisters number and asked her how she got mine, she told me she found me listed in a directory as her relative.

This is very clearly a SCAM. No legitimate company is going to try to get in touch with someone by calling someone they found in a directory that MIGHT be a relative. Furthermore...no REAL company names themselves something like "Performance" (aka a company name so generic you CANNOT find anything online about it). Talk about your shady business practices!!!