Penelope remains the youngest Ham-Ham, instantly recognizable by her near-constant companion, a distinctive yellow blanket. Her innocence and youthful naivety often lead her unintentionally into mischief. She communicates solely through sounds like "Ookwee" or "Ookyoo," relying on Pashmina to interpret her needs and provide care. Their bond is deeply sisterly; Penelope grows fiercely jealous when separated from Pashmina and depends on her for comfort.
She learns by mimicking other Ham-Hams, sometimes copying behaviors like hiding things without grasping the consequences. Her affections extend beyond her kind, forming attachments to Herbert the Pig, a human boy named Ethan, and a rabbit at Ethan's school. Rare moments depict her without her blanket: briefly in the anime opening, a split-second scene in "Jingle, the Wanderer," in "Hamtaro: Ham-Hams Unite!" when returning to the clubhouse, within the Hamtaro Origami book, and select manga art, revealing white and brown fur like Marron.
Episodes like "Watching Over Cute Penelope" and "Penelope’s Dream" explore her emotional misunderstandings with Pashmina. "Knitting Barrette" shows her distress when others babysit. Collaborating with Marron in "Marron’s Autumn Festival" reveals her expanding social world beyond Pashmina. In "Hamtaro: Ham-Ham Heartbreak," the antagonist Spat disrupts her relationship with Pashmina, requiring Hamtaro and Bijou's help to mend it.
Her original Japanese name, "Chibimaru," means "little round one." Localized names like "Penelope" draw from mythological weavers, complementing Pashmina's fabric-inspired name. Early media occasionally used the masculine "kun" honorific ("Chibimaru-kun"), likely reflecting terminology typically used for toddlers. Later English adaptations changed "Ookyoo" to "Ookwee" to avoid unintended connotations.