Penelope stands among Charlotte E. Firobisher's three devoted bodyguards and companions, dedicated to aiding the Emperor's illegitimate daughter in securing recognition and acceptance within the imperial family. She is the tallest of Charlotte's four companions, recognizable by her brown hair and blue eyes, and excels in agility and speed during combat. Her primary weapon is a Ballock Messer, a demon sword crafted to drain power from other demon blades in battle.

Under Charlotte's initial orders, Penelope joins fellow bodyguards Doris and Margot in multiple attempts to seize the demon sword Aria from Cecily Campbell. In these confrontations, she displays superior tactical awareness and restraint compared to her companions, though she similarly views demon swords pragmatically as mere weapons rather than sentient entities—a perspective directly clashing with Cecily Campbell's empathy towards Aria.

Following their failure to secure Aria, Penelope accompanies Charlotte in seeking political asylum within the militant nation. During this arc, her loyalty evolves from ambition-fueled service into genuine concern for Charlotte's safety and happiness. However, Penelope's role in the narrative fades from prominence after this relocation, leaving her personal journey unresolved in the documented media. Her relationship with Charlotte remains consistently defined by unwavering loyalty throughout their appearances, though specific interpersonal dynamics and backstory details remain unexplored in the source material.