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The Paradox was a work of art at the Horizon Gallery. It was the most impossible wonder of the universe. The Paradox was beautiful, and hung in the sky just above the gallery. People weren't allowed to look at the paradox for a long time. Penelope's job was to stop them from looking there.
After some time Penelope heard a voice in her head telling her that she was going to be the most famous woman on the planet. It turned out that this was the voice of the paradox. Then a claw touched Penelope's shoulder. It was a skeleton creature from a nightmare. Its mouth opened as if it was going to say something. However, the Eleventh Doctor stopped the monster. The creature just said one word: "Stop". After this the creature disappeared.
Later the creature reappeared. It killed Geoffrin and Mr Silver, the manager of the gallery. Then the chamber with the Paradox was closed for several years. People could only view it from the outside.
When the chamber was reopened many people were attacked, and Penelope turned blind.
The Paradox still talked to Penelope in her head. It told her how to build a machine that should prevent her from dying. Penelope built the machine. She later realised that by using the machine she became the creature who attacked all the people. It was an older self of her who wanted to warn her not to work at the gallery. That is why the creature had said "stop" when Penelope first met it. The creature also wanted to take revenge on all the people who wronged her, including Mr Silver and Geoffrin.
Later the creature became the Paradox, which was going to kill the whole planet. When Penelope realised that the Paradox was her older self she sacrificed herself before being able to become the creature and the Paradox. Therefore, in the new timeline, the Paradox never existed and Penelope was guarding an empty chamber. (AUDIO: The Art of Death)