Overwintering Chilli plants
Chillies are short term perennials which means they normally last for more than two years. Their growing season is Spring & Summer whilst their dormant season is late Autumn & Winter before re shooting and growing again the following Spring. You should be able to get 3 years and possibly more from a chilli plant and of course, it will grow and produce fruits faster the second year onwards.
All well and good but you should help the plant to do grow in the second and subsequent years by pruning it and re-potting. Prune it down to roughly 8" above the top of the pot.
Remove your plant from it's present location and trim back the roots by at least a third. Re-pot it in a good quality, moist compost and keep it in a nice warm place where it can get some light. Water sparingly on a weekly basis and feed with either tomato food or seaweed extract.
Your overwintering chilli plants will appear to have died for a few weeks during the winter period but if you can keep them warm (bubble wrap is good) they will survive for another season.
You may find your best successes will be with plants which have a compact, bushy habit. For these varieties, simply remove any brown leaves and then treat it as a houseplant.