EVERYTHING ABOUT PNL

Which will depend on the rebalancing frequency. But "envisioned P&L" refers to a mean over all feasible cost paths. So There exists not automatically a contradiction listed here. $endgroup$Kurt G.Kurt G. 2,38944 silver badges1717 bronze badges $endgroup$ 3 $begingroup$ Many thanks quite a bit for taking the time to reply. As a result of your last e