The life of Jane Cumming's great-grandfather Alexander Cumming is the stuff of which boys’ adventure stories are made. As the eldest son, Altyre should have been his birthright, but his father ensured that the lairdship passed laterally to his own brother George. Legally precluded from succeeding to the estate and bitter toward his father and his uncle, Alexander entered military service at the age of fifteen. On the voyage out to Jamaica in 1739, he fought a duel with a superior officer. On the island, he signed away rights to valuable property and nearly died of a tropical fever.

Returning from Jamaica in 1748, he was shipwrecked off the coast of Cornwall. The sea-swallowed Alexander was rescued and introduced to the local gentry. After meeting him, Grace Pearce, a Cornish heiress, called him “that ugly Scotchman,” but she ended up marrying the stranger who stood “upwards of six feet.” Through the marriage, Alexander succeeded to income-generating estates in Cornwall. The first of his and Grace's children, Alexander Penrose, was born in Cornwall on May 19, 1749.

At the beginning of a family history that he never completed, Penrose described his bitter, energetic, impulsive, hot-tempered, and persistently incredibly lucky father as a man of “much vivacity, great natural parts, undaunted courage, and a degree of sarcastic humor that did not tend to heal the natural or unnatural rivalry that early showed itself between him and his uncle George, and which terminated only with his death.” Penrose definitely inherited the hot temper, the obsessive determination to trounce rivals, the vivacity, the undaunted courage, and the sarcastic humor, which in his case did not tend to heal the tensions that developed between him and his eldest son, George.

Penrose and two of his brothers, William and George, were impressed by the trajectory of their father's life. The wheel of fortune rose quickly from the bottom and stayed for a long time at the apex. Pluck guaranteed luck. Penrose inferred that risky behavior and odds-defying actions would be capped by a happy, strategic, fruitful marriage to a woman of status and wealth.