Penelope is the middle of three daughters born to Mark Miller, best known as the father on "Please Don't Eat the Daisies" (1965) and later a writer and filmmaker, who wrote A Walk in the Clouds (1995), and Beatrice Miller, who worked for Diana Vreeland as a fashion editor for "Harper's Bazaar" magazine and, later, a journalist for "Life" magazine. She now is a yoga instructor with a non-profit for the disabled called "The Yogability Institute". Her older sister, Marisa Miller, is also an actress, and younger sister, Savannah Miller, is a social worker and a representative for Arbonne skin-care products.At age 15, she was in a car accident when their family was going on a ski trip. This left her with a barely noticeable scar on her right cheek.She graduated from high school in L.A. and moved to New York at 18, where she studied theater. Her big break was on Broadway, when she was cast in Neil Simon's 1985's Tony award-winning play, "Biloxi Blues", opposite Matthew Broderick. In 1988, she starred in "Great Performances: Our Town" (1989), with Eric Stoltz and Spalding Gray, and was nominated for a Tony award for her performance as "Emily". In 1990, she moved into films.