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Hi Robert,we had similar problems in Datawarehouses before - did you ever think about a solution which is not based on the measure calculation but more on the design of the date table.
If you would just have 1-12 in it and than depending on the Financial Year the Monthnames. you could refer to a lookup table which has the translation from calender month to Financial month in seperate columns - than the previos year and the YTD function will work on the financial month number.
I never tried this in a PBI model but maybe just food for thought and worth a try.