The order of penetration power within a principal quantum number is:
s> p > d > f
The graphs of 2s and 2p are as following:
Penetration power generally means how close the electron is to the nucleus.
As we can see, there is more probability of finding an electron near the nucleus in 2s rather than 2p.
That's why we say,
2s > 2p [Penetration]
Similarly, within same 'n'
s > p > d >f