Median DirectQuery calculation

I am having a hard time calculating the median of a direct query sql table. Usually I would do a column on Power query but I can't use median calculation on power query editor.

I would like to calculate the Median for each Part Number and then subtract the calculated median from each operation ID to find the cost difference.

I have the following Table:

ID   PN   COST

1     A       20

2     B       30

3     A       40

4     B       40

5     A       50

6     B       50

and would like the result as:

ID   PN   COST    COST-MEDIAN

1     A      20             20-40 = -20

2     B      25             25-30 = -5

3     A      40           40-40 = 0

4     B      30           30-30 = 0

5     A      50           50-40 = 10

6     B      50           50-30 = 20

Thank you!