When pulling gifts in query or export, you cannot reach the pledge information through the payment record. You can do the reverse and see the payment gift info from the pledge record, but not from the payment.

Example: Weekly Gift Report showing all gifts made in the past 7 days over $1k. For pledge payments that come in, it would be great to also show the the original pledge amount and pledge balance. Not possible. The drill-down does not allow you to see the related pledge.