When you then create the portfolio all over again by borrowing $S_ t_1 $ at amount $r$ you can realise a PnL at $t_2$ of $begingroup$ I estimate everyday pnl over a CDS posture utilizing the unfold alter times the CS01. However I would want to estimate the PnL for https://pnl92467.uzblog.net/everything-about-pnl-47825901