I'm not sure pgsql has full BI from the perspective of "pre-rolled" functionality some might expect. But it does have add on support for things like data cubes and there is a specialized version from EnterpriseDB that is heavily optimized for OLAP work. Is that pretty similar (OLAP like BI ?)
I have to say that when it comes to complex queries, the hand tuning required for postgresql is much less than the hand tuning required by MySQL.
P.s. We use it for BI here, and I have a few users that run queries against my workstation running 8.1.8 that take 30 minutes to an hour, rolling up data for 6 months of user usage from a table with 27,950,206 rows and growing.
I'm planning on migrating it to 8.2 in the next few weeks and giving it a home grown RAID 1+0 array to speed it up. It's nominally disk bound when running, which is a good sign that your database is efficient but your hardware just can't keep up.