I have been tracking my milage since I got my truck and I have noted what level I have my PUP set on. I only change programs when I fill up. I always return to the stock setting every other fill up so that I get can track other changes to the engine and drive train. I have not used extreme level because my clutch doesn't like it.
I think I am getting the same fuel milage no matter what level program I use. I use more peddle in the stock mode, which translates to more fuel used. In performance level I don't use as much peddle, but then I don't have to. When I save up enough for a clutch I will probably use extreme mode more often.