OAKLAND, Calif. — In the end, it was too little, too late.

The New Orleans Pelicans’ furious rally nearly was enough to overcome a 25-point deficit. But “nearly” doesn’t win you an NBA playoff series, and the Pelicans find themselves down a game after falling to the Golden State Warriors 106-99 in Game 1 of their series Saturday afternoon.

Game 2 is set for 9:30 p.m. CDT Monday here in Oakland.

“I thought we settled down, which is a win for us,” Pelicans coach Monty Williams said. “But we’re not satisfied with just settling down. We gave up so many easy baskets that it got their crowd into it.”

The good for the Pelicans came late. The Warriors built a 25-point lead late in the third quarter before Quincy Pondexter made a long 3-pointer with 0.1 seconds left in the period. The official statistics called it a 33-footer, but it looked longer.

That cut the lead to 84-66. The shot still seemed like a footnote midway through the fourth after Golden State led by 17 with 5:14 to go. But then Anthony Davis got hot.

Davis scored 18 of his game-high 35 points in the final minutes, and the Warriors offense turned stagnant. Golden State made just 4 of 16 shots from the floor and, worse, just 12 of 20 from the free-throw line. Klay Thompson missed three free throws and possible league MVP Steph Curry missed two; Curry shot 91 percent on the season.

But the Pelicans just had too much ground to make up. Eric Gordon made a shot with 20.1 seconds remaining that was originally called a 3-pointer but correctly overturned on replay, cutting their deficit to 102-97. Thompson made one of two free throws at the other end, and Davis was fouled with 9.7 seconds left and made both shots to make it 103-99.

But that was as close as the Pelicans got.

“When you compare it to the end of the game and how close we got it, it makes you think about the start,” Williams said.

Ah, yes, the start. New Orleans came out stone cold, and the Warriors came out red hot. Late in the first quarter, Golden State had made 11 of 22 shots, the Pelicans just 4 of 20. New Orleans was held to 13 points in the quarter and found itself down by 15.

“Our first quarter didn’t turn out the way we wanted it to,” Pondexter said in a bit of an understatement. “We were just really anxious for this game. Guys hadn’t been in this position together before. We’re on the road. We’re going to learn from it. We won’t have the same start to the game next time. We’re going to adjust. We’re going to be fine.”

Davis got his 35 points on 13-of-23 shooting. Pondexter added 20, and Gordon had 16. All five Warriors starters reached double figures; Curry led the way with 34, and Thompson added 21.

Davis struggled through the first three quarters. He was OK on the offensive end, but his work guarding Andrew Bogut took him away from the basket, and he was stuck on one rebound through the first three quarters. He finished with seven.

Again and again, the Warriors were able to drive down the lane for layups. Curry, Thompson and Draymond Green all got baskets on plays where it seemed nobody was home for the Pelicans.

“Our pick-and-roll defense tonight was poor, especially in the first half,” Williams said. “They set small, small screens. I didn’t think we handled that well. When we committed two to the ball, they countered it well.”