Some of the most effective ways we feel there is to treat powdery mildew is by either using a powdery mildew fungicide, or by trimming/pruning the plant and discarding of waste.
The fungicide is especially suited to treating mildew, containing organic sulphur fungicides that both treat existing, or prevent future, infections. It's a successful way to treat the disease, just as long as you don't mind using a chemical.
On the other hand, a natural way to get rid of powdery mildew is by trimming/pruning the plant. You will need to remove every infected leaf/stem/bud/fruit etc., and discard. You cannot compost the waste as the disease will spread- instead, it will need to be burnt. Ensure you disinfect any tools you use, too, after trimming the plant.
Some perennials can be cut right down to the ground if you're worried you've not got it all- new growth will follow in the next spring, don't worry!