FireBrick said:

The plants I cut back (as recommended) last fall didn't do well.
Only half survived the Chicago Winter.

You pruned them at the wrong time.


I planted new this spring from very good nursery.
They grew, but not a lot. They didn't fill in as much as I expected.
Should I cover them with rose cones?

No.

Should I cut them back? (last years cut back was disappointing).

Prune Perovskia back to about six inches in the late winter or early
spring, /before/ new growth starts.

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Eggs

-If a cow laughs hard, does milk come out its nose?