  Heavy fermion materials are compounds in which localized $f$-orbitals
hybridize with delocalized $d$ ones, leading to quasiparticles with large
renormalized masses. The presence of strongly correlated $f$-electrons at the
Fermi level may also lead to long-range order, such as magnetism, or
unconventional superconductivity. From a theoretical point of view, the
``standard model'' for heavy fermion compounds is the Periodic Anderson Model
(PAM). Despite being extensively scrutinized, its thermodynamic properties in
three-dimensional lattices have not been carefully addressed by unbiased
methodologies. Here we investigate the 3D PAM employing state-of-the-art finite
temperature auxiliary field quantum Monte Carlo simulations. We present the
behavior of the kinetic energy, the entropy, the specific heat, and the double
occupancy as functions of the temperature and the hybridization strength. From
these quantities, and by the analysis of the spin-spin correlation functions,
we investigate the occurrence of magnetic phase transitions at finite
temperatures, and determine the phase diagram of the model, including the
behavior of the N\'eel temperature as a function of the external parameters.
