Remember this game if the Pittsburgh Penguins miss the playoffs.

Fans of the team and observers of hockey in general likely found themselves contemplating some variation of that statement after the New York Islanders snatched a victory from the Penguins’ grasp Thursday night in Pittsburgh.

In front 3-1 heading into the third period, the Penguins allowed a pair of goals in the final 5 minutes, 29 seconds of regulation before Brock Nelson lifted the Islanders to two points with a winning goal in overtime.

The Penguins are 20-4-5 this season when leading after two periods. Their nine losses when entering the third period with a lead are most in the NHL.

Coach Mike Sullivan appeared somewhat at a loss in explaining another third-period collapse against New York.

“I wish I had an answer for you,” he said. “I thought for the majority of the night, we were the better hockey team.”

As Sullivan surely knows by this point, his team’s performances against New York are but a symptom of the greater late-game haplessness that has lingered over the Penguins this season like a rain cloud.

Nelson’s goal closed the book on the regular-season series between the Penguins and Islanders, with New York emerging victorious in all four contests and now holding a slight edge in the wild-card standings — the Islanders (34-25-8) have 76 points and hold the first wild-card position, whereas the Penguins (32-22-10) own the second at 74 points. Ottawa and Florida are close behind with 70 points.

Capped by their comeback Thursday, the final three meetings between the two clubs featured the Islanders overcoming deficits heading into the third period.

Following a 5-1 beatdown at the hands of the Islanders on Dec. 27, in all three meetings since, the Penguins were in the driver’s seat to claim two points.

With the Islanders having won in regulation Feb. 17 and 20, the Penguins have but one point to show for it all, gained by participating in Thursday’s overtime period.

Three of the Penguins’ five overtime losses have come against non-playoff teams: two at the hands of Montreal and one to Detroit.

Every month of the season has featured a third-period collapse, with the first instance coming in the third game of the season Oct. 17, when the Penguins took a 2-0 lead into the final 20 minutes on the road at Montreal.

From there, the Canadiens scored a pair of third-period goals, including the equalizer with less than three minutes remaining, before winning in overtime.

Both of the Penguins’ games against the Boston Bruins, whose 103 points are best in hockey, featured third-period leads erased and turned into frustrating losses.

On Nov. 1, the Penguins saw a 5-2 advantage at PPG Paints Arena evaporate against the Bruins, who won in overtime 6-5.

“We did a lot of good things,” Penguins captain Sidney Crosby said after the game. “In every area, I think we did some good things. I think that’s why it’s disappointing to not come out with two points.”

On Jan. 2, the Penguins led Boston, 1-0, after two periods in the Winter Classic at Fenway Park, only for the Bruins to tie things up about eight minutes into the third, with Jake DeBrusk netting the winner with less than three minutes left in regulation.

Said Crosby after that one: “We’ve got to find a way to close out games.”

More than two months after Crosby said that, the Penguins are no better at doing so.

Inconsistent goaltending and lackluster offensive production from the bottom six forwards are well-known deficiencies, but those facets have been good at times throughout the season.

Failing to protect leads, especially late, on the other hand, remains a nagging issue that could keep the Penguins out of the playoffs for the first time since 2006.

“We all want the results to be there, but if we play games like we did tonight, coming down the stretch we’re going to win a lot of games if we play that way consistently,” defenseman Jeff Petry said Thursday night.

If by “consistently,” Petry means a full 60 minutes of hockey, then he might be onto something with regards to the Penguins being capable of winning a lot of games over the next month.

Because anything less than that — 40, 50, even 55 minutes of consistency — won’t cut it, as has been demonstrated time and time again this season.

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