Today I learned
How to install PowerShell core on MacOS
NOTE: Original instructions are here, I have just duplicated here for easy access.

Do the following from the macOS console:
Install Homebrew. If you dont already have it, run this:
/usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
Install Homebrew-Cask so future installations of software via brew is much nicer.
brew tap caskroom/cask
Now you can install PowerShell by running:
brew cask install powershell
You can be sure it is working by running:
This should give you the powershell prompt and away you go!

Run the following from the console:
brew update
brew cask upgrade powershell
That should do it.

If for whatever reason you want to reinstall PowerShell use:
brew cask reinstall powershell

If you are nuts and want to remove PowerShell from macOS run:
brew cask uninstall powershell
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How to install
How to upgrade
How to re-install
How to remove