Subdomains pointing to a permalink URL

Either try placing an index.php file inside your subdomain folder with the following code:

<?php
header("HTTP/1.1 301 Moved Permanently");
header("Status: 301 Moved Permanently");
header("Location: http://www.my-domain.com/my-permalink/");
?>

or use cPanel to setup/redirect the subdomain to any address you want.