PITTSBURGH -- Calvin Pickard made 41 saves, and Connor McDavid had a goal and two assists for the Edmonton Oilers in a 4-0 win against the Pittsburgh Penguins at PPG Paints Arena on Sunday.

Pickard was not credited with a shutout; he left at 18:44 of the second period after Pittsburgh forward Bryan Rust was called for goalie interference at 17:05, but he returned to start the third period.

Darnell Nurse scored twice, and Mattias Ekholm had a goal and an assist for the Oilers (39-21-3), who are 6-1-1 in their past eight and finished 2-1-1 on a four-game road trip.

“We've played a lot of hockey lately," said McDavid, the Edmonton captain. "That's no excuse, obviously, but six games in nine games with travel coast to coast, it's been a grind here. So, we'll take the two points here. We'll take five of eight (points) on the road trip. And we'll take a little rest at home.”

EDM@PIT: McDavid picks off a pass and snaps it home to strike first

Tristan Jarry made 38 saves for the Penguins (28-27-8), who have been outscored 15-1 in three straight losses. They have lost six of seven, including 5-1 to the Boston Bruins on Saturday and 6-1 at Edmonton on March 3.

Pittsburgh has had at least 39 shots on goal in each of its three consecutive losses, scoring once on 119 shots.

"All you can do is control the process, right?” Penguins coach Mike Sullivan said. “It's not always just about shots; it's about making the right plays at the right time. When the shot is there, we certainly want to take it. But it's about getting quality looks.”

McDavid put the Oilers ahead 1-0 at 1:08 of the first period, intercepting a pass from Kris Letang at the blue line and scoring on a snap shot from the high slot. He has 103 points (24 goals, 79 assists) this season, including 32 (three goals, 29 assists) in his past 15 games.

Ekholm made it 2-0 at 8:53 with a one-timer from above the right face-off circle that deflected off the leg of Pittsburgh defenseman John Ludvig. It ended a 39-game goal drought dating to Dec. 8.

EDM@PIT: Ekholm unloads a one-timer that deflects in off of a defender's skate

"It's obviously tough,” said Jarry, who has allowed eight goals on 64 shots in his past two starts. “I think just, collectively as a team, we've played very well. I think we've been giving up a lot of chances and obviously the puck hasn't been going in for us, so I think it puts a cloud over a lot of guys.

“I think it's tough when things are going this way and the puck's not going in, and we're giving up a lot of chances. I think that's just a microcosm of our game in total.”

Nurse extended the lead to 3-0 at 10:42 of the third, taking a pass from McDavid for a wrist shot from the left circle. He scored again at 15:58 from the high slot for the 4-0 final.

"The third period started, I was definitely thinking about, 'When are we going to get that third goal?'” Oilers coach Kris Knoblauch said. “Get the third goal, kind of finish this game, eliminates any push that they're going to have. We were able to get that. A little bit later than I would have liked, but we did get it."

Pickard preserved Edmonton’s shutout with 16 saves in the third.

"It is great energy,” Pickard said. “It was a big game for us, especially coming off two losses. But it's a team we've had success against. [We] played well against them last Sunday and hit the ground running today. Scored early and never really looked back."

EDM@PIT: Pickard makes 41 saves in victory over Penguins

The Penguins have been outscored 21-2 in their past four losses, outside of a 5-3 win against the Columbus Blue Jackets on Tuesday.

"You don't have any other choice but to just muster it up,” Rust said. “Nobody is happy with what's going on, how things have been going. I think it doesn't matter how hard you may think it is. I think you've just got to find a way to make that confidence for yourself.”

NOTES: Oilers goalie Stuart Skinner did not face a shot in relief during the final 1:16 of the second after making 25 saves in a 3-2 shootout loss at the Buffalo Sabres on Saturday. … McDavid had his 30th multipoint game of the season, tied with Tampa Bay Lightning forward Nikita Kucherov for third in the NHL, behind Colorado Avalanche center Nathan MacKinnon (35) and Bruins forward David Pastrnak (32). Nurse had a game-high seven shots on goal. ... Rust had six shots on goal in 19:22 of ice time in his return after missing seven games because of an upper-body injury.