Pancho's initial relationship with Rosa, his sister, was a protective one. He knows "she has the mind of child" and he needs--or needed-to protect her. Since the story opens in the long-term aftermath of her mysterious death, the way we know anything about how he did feels comes to us through recollected statements and reactions presented in flashbacks, like the flashback of the cynical, jaded detective who doesn't take Poncho seriously. At the opening of the story, on the way to the orphanage, Poncho feels guilty toward her, thinking he failed to protect her. We know because the social worker says, "I know you feel guilty."