At St. Mary's, Penske was named All-League, All-State, All-American, and Player of the Year by "USA Today" in lacrosse. Penske also played hockey and earned All-Region and All-State honors. In 1997, he set the school records for the most goals, assists, and total points in lacrosse in the school's history, after which they retired his number in the school gymnasium. During his final season of lacrosse Penske broke Michael Powell's record of 194 points with 202 points in a single season. Penske remains the only player in lacrosse history to average more than 10 points per game, and break the 200-point barrier in a single season.