For every step forward they take, Barnsley always seem to stumble another two in the opposite direction.
Every time the Reds dare to dream, it seems the prospect of a play-off challenge is snatched away just as quickly as it emerged.
On the back of a 2-1 win at big-spending Leicester, boss Keith Hill had justifiably talked play-offs in the build-up to Millwall’s visit.
Once the Lions had left, Hill found himself scrutinising a shock 3-1 defeat.
“You’ve got to embrace the play-off push and you have to embrace the responsibility,” he said. “That’s the challenge.
“We’ve got 19 games left and they’re all winnable but not with performances like that.
“If we are round about eight, nine or 10 out of 10 performance ratings week in, week out, we’ll match anybody.
“But if we drop to sixes or sevens we’re not capable of winning games.
“In this game we were around seven at best.”
The signs were there right from the opening exchanges.
Danny Drinkwater’s departure left a playmaker-sized hole in the Barnsley midfield, one that nobody seemed able to fill.
There was a lack of control and confidence in the Reds’ play but, even so, they will still feel slightly aggrieved by the manner in which Millwall took control of the game.
Kenny Jackett’s side were handed a penalty on 33 minutes after skipper Liam Trotter had taken a theatrical tumble during a tussle with Miles Addison.
You would have been hard-pressed to find even a Millwall fan who agreed with the decision but Darius Henderson despatched the spot-kick and added a second less than three minutes later.
Hill said: “It was 100 per cent not a penalty but there you go, these decisions can go against you.
“It’s a controversial decision that the linesman shouldn’t be making.
“He’s inexperienced and the referee’s inexperienced at this level.
“It was a game that slipped away from us but that was more our fault than the referee’s. We just weren’t very good. We were half chips, half rice, we didn’t know what we wanted.”
Millwall had twice gone close before Henderson bagged the opener, Liam Feeney testing Luke Steele with a long-range effort before Harry Kane headed a Hamer Bouazza corner on to the roof of the net.
Henderson’s penalty tipped the balance in the Lions’ favour and Barnsley were still stunned when the big striker latched on to a lofted ball from Nadjim Abdou, sprung the offside trap and squeezed a shot past Steele.
Barnsley still could have given themselves a salvageable task heading into the break but Bobby Hassell missed a sitter, heading over from Jay McEveley’s sublime left-wing cross.
Another chance went begging soon after the break. McEveley’s inviting free-kick caused havoc inside the opposition box but the Reds players seemed stuck in quicksand as nobody managed to apply boot to ball. Instead, Millwall threatened to extend their advantage further.
Imposing strike partners Henderson and Kane caused all manner of problems on the counter but the latter lacked composure when he overhit a cross with players unmarked inside the area.
Hill introduced Matt Done, Scott Wiseman and Alastair Taylor in the hope of providing some kind of spark but it never materialised.
With the Reds over-extended in search of that elusive breakthrough, they were punished for the third and final time.
As the defence struggled to get to grips with Kane, McEveley committed a deadly error, knocking the ball into the path of the unmarked Henderson.
He didn’t need a second invitation and smashed a powerful finish past Steele for his second hat-trick in five days.
Barnsley did manage a late consolation, though it provided little solace when Jimmy McNulty found the space to fire home from Ricardo Vaz Te’s square pass.