How did John Winthrop and the Puritans view their colony as a holy experiment?

From what I can see, it was William Penn who championed the idea of a "holy experiment." He envisioned a city (what is now modern Pennsylvania) that promised religious liberty and political freedom for all. As a Quaker, Penn was a pacifist, and he relished the idea of a peaceful colony that welcomed everyone. Meanwhile, John Winthrop promoted his "city upon a hill" concept. The phrase "city upon a hill" was first introduced by Winthrop in his sermon "A Model of Christian Charity."
It can be argued, of course, that John Winthrop and his Puritan colleagues did indeed approach their settlement in New England as a "holy experiment." To Winthrop and the Puritans, New England was the "city upon a hill." Winthrop stressed that the eyes of the world were upon the Puritans. If they failed to impress upon the world their faithfulness in obeying God's precepts, they would be made a "story and a byword through the world."
Essentially, Winthrop and the Puritans viewed the success or failure of their colony as a reflection of their faith. The settlement was a "holy experiment" in the sense that it would either reinforce the power of the Puritan faith or expose to the world its failures. To Winthrop and the Puritans, the success of the Massachusetts colony rested on the whims of human nature, which made the settling of the colony a very dangerous "experiment" indeed. 
http://www.digitalhistory.uh.edu/disp_textbook.cfm?smtID=3&psid=3918