Trouble With Persistence After Making a USB Live Thumb Drive Using Pendrivelinux

I created a bootable Ubuntu on my 32GB thumb drive (on a NTFS partition) and I selected a persistence of 4GB.

I've noticed that when I reboot from the initial booting off of the USB thumb drive, nothing is preserved. No apps that were installed nor saved bookmarks.

Is there a way for me to manually force persistence?