Adding PY to date column on Budget vs Actual Income Statement

I am trying to add a prior year to date column on a budget vs actual income statement.  However I am having trouble selecting the correct settings for this column.  I can get the full prior fiscal year, or I can get the period of the last fiscal year of my start date (i.e, I select Oct - Nov as a period range, the prior year column shows only Oct),

Does anyone have any experience with creating this kind of report?  Or does anyone understand the different options when creating a new column?

Thanks,