Penn (7-18, 2-9) led the entire way until Montague made a 3 and Javier Duren a pair of free throws to give Yale a 48-47 lead with 2:19 to play. Montague added another trey and Justin Sears converted a three-point play to make it 54-47 with :33 left. Penn's Tony Hicks answered with a 3-pointer, but the Quakers missed their last five shots to end it.
Javier Duren scored 19 points, including 9-of-10 shooting from the line, to lead Yale.
Antonio Woods scored 14 points and dished out six assists for Penn.