The penetration power within a principal quantum number goes like
s> p > d > f
As we can see from the graphs of 2s and 2 p,It looks like
Penetration power generally means how close is it 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