If by help, you mean it's them going to pieces when they bump the ignition and not the client, then yeah. To top it off, Penn has to worry about the age old saying about everyone having a price. PSD's aren't immune to corruption. If the price is right, all it takes is just one compromised bodyguard to give someone access to something other than the brake lines and ignition switch, if the compromised element isn't actually bought off to commit the crime himself. The cartels have very deep pockets, and more patience than the average American. Then again, so do gnats, hummingbirds, and most inanimate objects.
Even if the PSD is successful in the physical act of staving off the homicide of Sean Penn, his life is going to suck a dick because he's going to be looking over his shoulder for a long time to come. No PSD can protect from paranoia.