In an interview with PEOPLE, Olympian and reality star Caitlyn Jenner said that she has “no regrets” about coming out transgender five years ago on the cover of Vanity Fair.

Before that cover interview, Jenner had mostly ignored rumors about her gender identity.

The 70-year-old Jenner told PEOPLE that holding her new driver's license in July of 2015 was “so emotional.”

“There I was Caitlyn Marie Jenner,” she said. “But then, I wondered, did Bruce deserve to be thrown away like this? He did a lot of good things. He raised 10 kids. But I wasn't turning around.”

“Bruce did just about everything he can do. He raised 10 kids. Now what does Caitlyn do? I thought, what a great opportunity to change the world's thinking; 51 percent of trans people attempt suicide. The murder rate – we've been losing one trans woman of color every two weeks,” she said.

Jenner's E! reality series I Am Cait was canceled after two seasons due to low ratings.

On the show, Jenner alienated some of her fans with her conservative views. She now says she identifies as “economically conservative, socially progressive.”

(Related: Caitlyn Jenner: Trump admin has set transgender community back 20 years.)

“I think I had been wearing rose-colored glasses,” Jenner said. “I thought I could change the world. Now I know I can only try and change one person at a time.”

“I'm happy with myself,” she added.