I agree with Jamie that there may be additional reasons besides the PEI performance.
For all the elements related to communication (body language, your way of interacting with the interviewer, tone of voice, general presence) it is quite unlikely the interviewer is going to give you direct feedback.
On the other hand, it could well be that the issue was purely in your PEI performance.
In terms of how to improve your impact story, it would be important to see what exactly you said in the interview.
One general mistake candidates do is not to provide details in their action part (in your case – how you influence the other people in practical terms to change their mind).
It seems this was the main issue in your case, thus I would try to be more specific and help the interviewer to visualize it.
There may be other elements though that could have influenced the interviewer. In order to improve, I would recommend to find an experienced candidate/current consultant/coach and get direct feedback from him/her for the PEI and fit part.