Generally, in CT peony foliage stays pretty much in good shape till October and only then start decline.
The only two reasons I could think of why yours foliage is not good, either you forgot to water them from time to time and they are going into early dormancy or they have a Botrytis.
There are plenty of info on a net about this fungus, but i include the link to the article that explain this particular and many other peony problems in a simple terms.

Here is a link that might be useful: Peony problems

It's probably Cladosporium. Heres a link that helps explain it..

Diann
IA Z5a

Here is a link that might be useful: Cladosporium