There may be a few reasons why this is happening. First, if you are using it while standing up, your pelvic floor would be working against gravity to keep the Perifit inside. If your pelvic floor is not strong enough, Perifit will slide out. This could be stopped if you rather use it while lying down in your bed. Using less lube could also help.
Another reason for that could be that you are using your abdominals muscles or your buttock muscles instead of the pelvic floor muscles. Touch your belly while you are exercising to make sure your abdominals muscles are relaxed.
Finally, it is possible that you are not using your pelvic floor muscles properly, these muscle should maintain your Perifit inside and not push it outside. One way to think of this exercise is to imagine urinating and then contracting in order to stop the flow of urine.