In that same period she played in every World Championship doubles final, winning 6 times (1993, 1995, 1997, 1999, 2001 and 2003) with various partners including Evelyn David, Jo Wood Iddles, Sue Haswell and Fiona Deuchar.
Penny was the British Open singles champion 12 times between 1989 and 2004, including an unbeaten run of 8 victories from 1995 to 2002.
In 1996–97 she won the Grand Slam, taking the British, French, American and Australian Opens as well as the World singles and doubles titles.
In 2000 she won the Unsung Hero/Heroine category and the overall Grand Prix Prize at the Best of British Awards for Great Sporting Achievement.
In 2011 Penny was inducted into the International Hall of Fame of the US Court Tennis Association, only the second lady ever to receive this award.