Conditional formating using a Measure

instead of returning "1"  you can return the name of the color.

Measure 2 = IF (
    ISINSCOPE('Table[nm_mdld]),
        VAR indx = DIVIDE(SUM('Table'[vl_pe]), sum('Table'[vl_pvs]), 1)-1
        return SWITCH(TRUE, indx <= 0.01, "red",
                            indx <= 0.05, "pink",
                            indx <= 0.10, "yellow",
                            indx <= 0.20, "orange",
                            "green")
)

and then color by "field value".