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This article deals with power supply linear and switching regulators commonly used in various applications for stabilizing an output voltage and ensuring a necessary power input to the load. It describes their basic parameters, performances, advantages, and disadvantages according to their topologies. We design a measurement chain for efficiency evaluation based on power monitors INA219 connected to an embedded system, Arduino UNO. Measurements were focused on evaluation linear regulators MA7805, LM317, switching regulators SZBK07, LM2575, SCW05B-05, and XH-M401. The resulting efficiency of linear and switching regulators was analyzed and errors in the measurement chain were evaluated. The second contribution is an innovative way of carrying out regulator noise estimation using a fast Allan variance method, focused on white noise and flicker noise (bias instability). The main contribution is employing a fast Allan variance method algorithm that dramatically decreases computation time by up to 11 s for 72 million measured (or generated) samples. It enables the analysis of large data sets of various physical quantities (for example, regulator output voltages). [ABSTRACT FROM AUTHOR]