While it could be many causes, the two things that pretty much cured my wagon of the same thing (as well as being almost impossible to start below freezing) was running Marvel Mystery Oil in the oil through a couple of oil changes and after that using most of a 6-cylinder bottle of Engine Restore (dumped the remaining cylinder's worth in a different car just for kicks).

The MMO did the most, making it start well in the cold and getting rid of the reduced power until it warmed up. I suspect sticky rings is the main thing that it will cure. The Engine Restore got rid of the cold nailing it had since I got the car almost 9 years ago. I forget what all this one does but there's a thread about it on here with lots of similar results.

I'll also say that Diesel Purge didn't do a thing for me either. It made it run really quiet until regular diesel got back through the system but that was it.