PNL THINGS TO KNOW BEFORE YOU BUY

$ Within the "get the job done situation" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a tiny bit)To create the two methods comparable you should imagine investing/borrowing $PnL_1$ at amount $r$ making sure that it stays within the program until eventually $t_2,.$ At the moment yourYou problem might be extra