How do pelmets and heavy drapes help keep the house at a comfortable temperature during summer and winter?

How do pelmets and heavy drapes help keep the house at a comfortable temperature during summer and winter?

In winter, without a pelmet, hot air rises to the top of the curtain, touches the cold glass of the window, causing the hot air to cool down. This cooled air (which is heavier than warmed air) then drops behind and underneath the curtain entering the room, making the room feel colder. 

Pelmets prevent hot air from touching the cold glass in the first place, making your curtains much more effective. And it helps in summer when the flow of air reverses and the pelmet blocks this flow.