Preheat the oven to 400 degrees F (200 degrees C). Line a baking sheet with parchment paper or foil.
Place potato on the baking sheet and, using a fork, repeatedly poke the top to release steam and keep the potato exploding in the oven.
Bake until sweet potato is fork-tender and cooked through, 45 to 50 minutes. Set aside until cool enough to handle, about 10 minutes.
Cut cooled sweet potato in half, scoop out the flesh, and place in a bowl. Using an electric mixer, whip until smooth. Add yogurt, orange juice, peanut butter, and cinnamon. Mix on low speed until blended and smooth.