It does seem to be a thing that happens to just about all when the weather gets cold it seems.
RobF has a thread about this sort of thing going here
might have some useful information.
As a simple summary it does seem the cold the temperature the air density increases thus the drag on the pellet is more. For me I have always added 5yd to my turret in cold weather (freezing or below) and has worked quite well for me.