They never got a chance Sunday.
Montoya - making his second NASCAR start of the year - dropped nine spots in the first 10 laps, Keselowski's hopes were dashed by a string of bad luck and Joey Logano's fifth-place finish wasn't good enough to give their team owner the one major trophy missing from his mantle, the Brickyard 400.
''We just haven't been able to put the total package together here,'' Keselowski said after finishing 12th. ''We had some speed. We just couldn't get it done.''
The Captain's two biggest race teams have been sunk by the strangest of slides at Indianapolis, the 2.5-mile oval that made him a household name in racing and business.
He won a record 15 Indianapolis 500 titles between 1972 and 2009, and Keselowski gave Penske his biggest win in the Cup series with the 2012 points title.
But aside from Keselowski's 2012 win in the inaugural Nationwide race on the 2.5-mile oval, little has gone right for Penske in Indianapolis. His open-wheel team has gone five years without a win thanks to everything from loose lug nuts to poorly timed pit stops to crashes. And Penske still doesn't own a win in the Brickyard.
Some thought that history might change with Montoya, a Cup veteran and the 2000 Indy champ, and Keselowski and Logano, both in the top 10 in points, all three starting in the top 10.
Instead, trouble struck again.
By Lap 10, Montoya had slid from eighth to 17th and never was a major threat to the leaders. The Colombian who drives full-time for Penske's IndyCar team, finished 23rd and was so frustrated, he didn't even bother waiting around to answer questions.
Keselowski's chances were torpedoed by an early pit stop that took two seconds longer than the leaders and lost even more spots when eventual race winner Jeff Gordon botched the ensuing restart. Keselowski slid back again after a minor tangle with Kyle Busch's No. 18 car, a three-strike combination that sent the No. 3 starter all the way back to No. 30 just 70 laps into the race.
''We had a really, really fast car,'' Keselowski said. ''I felt we had a third or fourth-place car from what I could tell there, but we just couldn't put the day together.''
Logano, who started ninth, was the only Penske driver to make it to the front of the field. He led 10 laps when early and spent most of the day running in the top 10.
But when he had to make a move late, Logano didn't have enough to catch the leaders end Penske's Indy drought.
''If you ever lose it or if you ever make one mistake in this race, your day is over,'' Logano said. ''If you're speeding on pit road or get a little bit of damage or a bad pit stop you never get those spots back. So you just have to be perfect all day and Jeff Gordon was today.''