"We played 30 minutes well, and we played 30 minutes not good, and that's just not going to be good enough," Schmidt said. "I know we get points, and that's all fine and dandy and everything, but it's just not good enough when you have two-goal leads and both our goaltenders have played as well as they have the last couple of games. It's really frustrating as a group to have that happen."
Perreault scored at 2:19 of the first period to give the Jets a 1-0 lead.
The Golden Knights scored three unanswered goals to end the first period. Marchessault scored a power-play goal at 4:51 to tie it 1-1. Pacioretty gave Vegas a 2-1 lead at 7:00 for his first goal in six games, and Schmidt made it 3-1 at 8:30.
"I think in those back-to-backs, sometimes the first periods are always the toughest one," Jets captain Blake Wheeler said. "Once you get a sweat going and get back into the pace of the game, typically if you get out of that first period, you're in good shape. That's the toughest part. Obviously, 3-1 after one isn't where we wanted to be, but 40 minutes, still a lot of time and obviously we've shown the ability to fight back this year."
Perreault scored his second of the night on the power play off a pass from Connor to cut the Vegas lead to 3-2 at 10:02 of the third period.
"That was a big one," Connor said of the goal. "I think we've been struggling a bit on the power play, that's no secret (22nd in the NHL at 15.7 percent). That was a pretty big goal for us."