I recently bought some dark purple Hatchbox PLA from Amazon. It produces a nice dark purple and does not lose any of its original color. I did have to reduce the temp to 204 due to the closest layer of the raft sticking to the finished print. The objects come out looking fantastic.
I've used the same stuff. Works beautifully with the 0.6 nozzle and 0.3 layer height (actually, most materials seem to work well with th 0.6 nozzle...)