Discrepancy between PrevEvent() function result and actual data, saved in archive

I tried both variants, events and periodic, result is the same

How is your analysis scheduled? Is it event driven or time driven?

The analytics scheduler is driven by snapshot events, not by archive events, so any new event will run an analysis if it is event driven.

This article might shed some light on the issue.

PrevVal('tag', '*') will usually return the snapshot value, not the most recent archived value. Depending on when the analysis is triggered, "*" may be the snapshot time of 'tag' or it might be later, so this method is somewhat unreliable to get the most recent archived value. RecordedValuesByCount() is the preferred way.

Indeed, it looks like some cash! To be true, my value source is script with UpdateValue() using to write to point. In PI point properties exception and compression are on, but how reading from archive is depended with writing to point?

You are fighting the dataCache. It has uncompressed data in it! Could you apply PI Exception at the interface level and then disable PI Compression?

AF Analytics is using the Data Cache, and has events before compression has taken place. The read operation is likely not from the PI Data Archive, but from a cache instead. If your source is a script using UpdateValue() to write to the point, it is likely that PI Exception is not taking place. One solution could be manually apply filtering in your script, and disable compression.