They're in the ClimaCool family of apparel.
I have one that seems similar to the one Perry had on:

Though it looks like a regular knit shirt, it isn't. It's a VERY NICE FIT, and made of the great Adidas moisture wickening fabric. In my opinion, Adidas is producing the BEST golf shirts BY FAR!
MSRP is $65 on most the ClimaCool shirts...you can find them cheaper at a lot of the online golf shops though (as well as your local Ross store--though I haven't seen this particular style discounted often)!