私 - watashi - I, Myself, ect.
の - no - of (possessive particle)
Looking it up in my Kanji dictionary I found:
最 - sai, motto(mo) - Most
後 - Go, Ko, Nochi, ushi(ro), ushiro, ato, oku(reru) - After
勝 - Sho, ka(tsu), -ga(chi), masa(ru) - Win / Excel
利 - ri, ki(ku) - advantage / profit
The kun readings: (I don't personally know what that is, but someone else may find it useful)
最 - mo
後 - go
勝 - masa, kachi, yoshi, suguru, suguri
利 - toshi, to, kaga, kazu, yoshi
All together: 私の最後の勝利
I can't figure it out (my best guess would be something like "My Greatest Prize"), but the kanji is here for someone with more experience.
I hope this helps.