There is a perennial pampass grass with purple plumes and also a cordyline called 'Festival' that has deep burgundy foliage. What a makes a grass perennial is if it survives the weather in winter and this depends on your zone where you live. Some cordylines and pampass grass are perennial but not if you live in a very cold winter climate. Soil drainage and when the first frost hits also determines if  grass if perennial.   In my zone of Western Washington (zone 7 ) both of the above have survived mild winters, but frozen out in years we have an early frost or a very cold winter. Figuring out where the protected areas of your garden and what will survive is part of the gardening adventure. Keep growing, Marianne Binetti