Lars wrote an article for his students, summarizing different profiling tools like Intel VTune or RenderDoc. This is a perfect excuse to highlight some things I documented in this area:
Intel GPA wasn't mentioned but is a very useful tool which even allows auto-injection! It's my #1 tool when it comes to investigating games.
In my last talk I show a live demo about how to use GPA, RenderDoc and NSight to inject into the rendering.
A while ago I released my Tech Art course documents which also cover the profiling tools from Unreal and Unity.