PNL FOR DUMMIES

$ Inside the "get the job done case" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a tiny bit)The portfolio of bonds should have a particular DV01, which will be accustomed to compute the PnL. Can a person convey to me if this is correct or is there a little something a lot more? For equities it should be just