The Rangers have lived and died by one-goal leads and one-goal games early in the season.

They were crushed by both once more Saturday night.

Sidney Crosby delivered the dagger in overtime to lift the Penguins past the Rangers, 5-4, at the Garden.

Crosby’s winner, at 2:27 of the extra period, came at the end of a long shift for Tony DeAngelo, Artemi Panarin and Mika Zibanejad, who looked drained after having been on the ice for two minutes straight (DeAngelo just shy of it) while the Penguins made multiple line changes.

But the Rangers lost the game in the third period, which they had entered with a 4-3 lead after coming back from three separate one-goal deficits. The Penguins tilted the ice during the final 20 minutes of regulation, leading to the fourth time in the past five games that the Rangers have blown a one-goal lead in the third period.

“It looked like a lot of fun for them in the third period,” a visibly frustrated Chris Kreider said.

“It’s a recurring thing at this point. We’ve shown what we can do in spurts. We understand what we need to do to be successful, and then they crank up the intensity a little bit in the third period there and all of a sudden we get away from it and start going east-west and not advancing zones. You don’t win at the NHL level doing that. When push came to shove in the third period, they were going north, they were putting pucks behind our D, something we had done all night and done successfully all night and we just got away from it.”

Jake Guentzel tied the game at four midway through the third with a goal that came on a second rebound attempt. Alexandar Georgiev (33 saves) had stopped the first two shots in close but could not come up with a third save.

The Rangers had been swept by the Penguins in a two-game set in Pittsburgh last week, including a shootout loss. In both of those games, the Rangers had taken a one-goal lead to the third period, only to see it evaporate both times. Saturday was more of the same as the Rangers played their sixth straight one-goal game, with only one win to show for it.

“Probably as bad a period as we’ve played all year,” coach David Quinn said. “They beat us to every loose puck, they won every battle. … They were smarter and looked like a little hungrier team than we were in the third period. They just won a lot of foot races to loose pucks, they won battles and we were very soft around our net.”

The Rangers had come out strong and even after falling behind first, found an answer for the Penguins’ first three goals. Brendan Lemieux, Kevin Rooney (shorthanded) and Kreider all scored equalizers before Artemi Panarin gave the Rangers their first lead of the game, 4-3, on a power-play strike late in the second period.

Then came the third period, when the Rangers struggled to get pucks behind the Penguins’ defense and slowly watched another lead slip through their hands.

“That’s just winning hockey,” Kreider said. “No team in the league can just throw their sticks out there and play east-west and try to skill their way to wins. You gotta go north at some point. There’s not enough space, there’s not enough time. You gotta make their D turn. You gotta make them go 200 feet. [Instead], we’re turning pucks over the lines, turning pucks over in the neutral zone, not making them dig pucks out of corners.”