It's also possible to analyse the skewness and kurtosis with the period of time PnL by having third and 4th times of $Y_t$ respectively. Presumably you are going to conclude that for two sequence with identical expectation and variance, you are going to like the 1 with favourable skew or https://martinxphwl.rimmablog.com/33258044/a-review-of-pnl