Answer: The ornamental grasses die back during the winter and then regrow from the roots each spring. They start to grow about when the daffodils have finished blooming. If you have not already done so, you could cut it back very short to the ground and wait a bit and see if there is new growth from the ground. Sometimes an untrimmed grass will be a bit slow in coming to life in the spring due to the extra insulation.
Many of the ornamental grasses are hardy in your area, but some are not. So depending on which grass you planted it may or may not have been expected to survive. Your zip code places you in zone 6. The grasses typically called pampas grass are Cortaderia which are only hardy to zone 7. Another grass sometimes called hardy pampas grass or Erianthus ravennae (Saccharum ravennae) is hardy to zone 4 and should survive in your area. I hope this helps you troubleshoot.
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