Marinade: Comine orange marmalade, Dijon mustard, peanut butter, lemon juice olive oil, horseradish, salt and pepper in a zip lock bag. Add pork roast and turn to coat both sides. Cover and chill for several hours or overnight, turning pork at least once.
Remove pork from zip lock bag. Sear the pork roast for 1 minute on each side. Cover grill and cook 18 to 22 minutes or until a meat thermometer registers 150 to 155, turning pork every 5 minutes and brushing with reserved marinade after pork has cooked for 12 minutes. Allow pork roast to sit for 5 minutes before carving.