Penelope is a mouse from Holland who led a double-life as an infamous pilot known as the Black Baron.
She was the founder and reigning champion of the ACES dogfighting competition.
She was later unmasked by the Cooper Gang.

After which she joined them as their RC specialist up to and during their mission to access the Cooper Vault.
During this time, she developed a relationship with Bentley.

After the Cooper Vault job, the both of them constructed a time machine.
It was at this time that Penelope disappeared and joined forces with Cyrille Le Paradox.
Attempt to sever all of Bentley's ties to the Cooper Gang and unlock what she believed to be his full potential.
Which was implied to be world conquest.

However, she was defeated by Bentley's and sent to Europe's highest-security prison.
Penelope escaped rather quickly, and sent Bentley mysterious postcards with her symbol spray-painted on the photographed locations.