$ During the "perform circumstance" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a little) the recognized risk components are without a doubt sufficient to materially reveal the envisioned worth modify of the placement and, if (two) the styles used to work out sensitivities https://pnl23344.onesmablog.com/what-does-pnl-mean-74700077