Yes, it is normal for furnaces to not keep up in extreme cold. This is due to the following reasons:
* Furnace systems are designed and built for a specific temperature range; when temperatures drop drastically below this range, the system may not work as efficiently or effectively.
* When outdoor temperatures drop too low, heat pumps will switch from heating mode to cooling mode and stop producing warmth.
* Cold air can also cause mechanical issues with furnace components, such as blower motors freezing or condensate lines becoming blocked.
Therefore, it is best to take preventative measures like having your furnace serviced regularly before extreme cold weather strikes.