Overpenetration of rifles*, unless one is using FMJ or AP, is just a modern gun myth. Fire a softpoint out of a rifle and a pure lead bullet out of a handgun, and the handgun bullet is going to stay nice, compact and stable while the rifle bullet will deform violently, and as a result, the much slower hangun will penetrate more ballistic gel, or drywall, or water jugs, or whatever people make disposable houses of.
*Excepting old style rifles which fire heavy but slow bullets. Old BP loads with .45-70, .45-90, .50-90, which move very heavy bullets at very modest velocities... well, they're going to go through soft things very very well.