Percentiles don't have anything to do with YOUR child, they tell how your child's height, weight and head circumference compare to other children the same age. Remember a PERCENTILE is NOT A PERCENTAGE. A child at the 80th percentile for height is as tall or taller than 80% of kids his age, but he could be only an inch taller than the kid at the 50th as long as 30% of kids fall in that inch. OR there could be a 3 inch difference between the 80th and 85th percentile. You just don't know. Anyway, it can be very misleading to parents because they you a statistical term without providing a background.
So, NO you don't need you child to be at the same percentile for all three measures. For height and weight, BMI is a much better measure anyway because it compares YOUR child's hight to his/her OWN height. They'll give you a percentile for BMI as well and you can see how that number compares to other kids, but more importantly, you can see if that number is in the healthy range for kids that age!
Hope this helps,
T.