HELPING THE OTHERS REALIZE THE ADVANTAGES OF PNL

You may also analyse the skewness and kurtosis of the period PnL by getting 3rd and 4th times of $Y_t$ respectively. Presumably you may conclude that for two sequence with identical expectation and variance, you might choose the a person with constructive skew or reduced kurtosis, but it's possible not dependant upon the self esteem of the marketpl