SQL Server performs slightly better than PostgreSQL for analytics. This is mostly because of parallel queries which will still be more efficient on SQL Server when PostgreSQL 9.6 is released.
On the other hand, PostgreSQL can take advantage of ZFS compression which is great for archiving cold data.
SQL Server also comes with SSAS, if we're talking analytics. There's the very mature MDX-based Multidimensional mode, and a heavily optimized columnstore engine with the DAX-based Tabular mode.
For analytical workloads, SQL is often a poor choice.
Full disclosure, I work for an analytics and BI Microsoft partner. There are plenty of great alternative semantic layers beyond SSAS, but I am not as comfortable with each of those.
Yes and no. It depends on the use case, if you do a lot of updates, you do want a small recordsize(8kb) and if so, you do not benefit greatly from LZ4.
On the other hand, PostgreSQL can take advantage of ZFS compression which is great for archiving cold data.