At the end of each slideshow, PowerPoint abruptly cuts to a black screen and a message in white text. There is no way of modifying this screen, but you can create a fade at the end of your presentation either by adding an additional blank slide or by dropping in a solid color rectangle on top of your existing last slide.

Adding a Slide

Right-click in the empty space at the bottom of your presentation slides in the thumbnail pane on the left and choose "New Slide" to drop in a slide at the end of the show. Right-click on the slide and choose "Format Background" to set its color, then choose "Fade" from the Transitions tab to create the fade effect. The second to last slide will then fade into the color you've chosen before the presentation finally ends.

Adding a Shape

You can add a shape that covers your final slide rather than adding an extra slide to your presentation. Select "Shapes," then "Rectangle" from the Insert tab and drag your shape across the entire slide. Format it using the options on the Format tab, then switch to the Animations tab and choose "Fade." You can format the fade effect using the timing options on the right (it can be launched after a certain number of seconds or via a mouse click).