It never fails — the day after my peonies start blooming, there is a downpour accompanied by heavy winds, then maybe more wind or cold or heat. My peonies started blooming last week and on Sunday night we had a wild storm — not a huge amount of rain, but it was accompanied by lots of rough wind. (This on top of several earlier storms during the week.)
Peonies have the worst luck with weather — but they keep on blooming and they always survive; many peonies will last 100 years. So despite the storms of spring, remember that every peony you plant will likely out-live you.