I run dyed diesel in both my tractor and my truck. Both are about 2 years old, and I switched from pump diesel about 18 months ago. To me, there is absolutely no difference in how either of them run when compared to pump diesel.
I do use a diesel winter/performance (antigel + detergent + cetane) additive in my farm tank, which is just a 275 gallon home heating oil tank with a Northern 120V pump on it.
All the research I've done tells me there is very little difference between dyed diesel, pump diesel, and home heating oil. The only measurable difference seems to be in color of the dye, and the sulfur content, which is measured in parts per million, and is lowest in home heating oil (least sulfur), followed closely by pump diesel, and then followed closely by dyed diesel (most sulfur). The difference in sulfur content is very small, and in some regions, the difference is nonexistant.
Google 'sulfur diesel dyed' to learn more.