Mine stay outside during the winter in my zone 8. I keep them under the patio roof, against the house in their pots. I believe this is about the coldest zone they can handle outdoors in winter.
I agree it would be a good thing to dig it up and bring it indoors for the winter. The bonus is that it will bloom off and on through the winter. Don't over water it while indoors.
I only water mine when I see the leaves just beginning to wilt.
