HELPING THE OTHERS REALIZE THE ADVANTAGES OF PNL

You can even analyse the skewness and kurtosis in the interval PnL by using third and 4th moments of $Y_t$ respectively. Presumably you may conclude that for 2 collection with equivalent expectation and variance, you'll desire the 1 with beneficial skew or lower kurtosis, but probably not based on the confidence of the marketplace view, and so on..