The big secret about perplexity is they havent done much beyond using off the shelf models
I must say, though, that they are doing a commendable job integrating sources like YouTube and Reddit. These platforms benefit from special preprocessing and indeed add value.
They do train their own models now, but for about a year they just forwarded calls to models like gpt3.5T. You still have the option to use models not trained by perplexity.
C.ai and Pi comes to mind