But Michael Appleton bears no regrets. Neither will he wallow in self pity.
Instead, the Pompey boss is eyeing the scalp of West Ham as he rallies his plucky troops for another go against the odds.
A haul of three goals in the final five minutes of Sunday’s game against the Premier League high-fliers unquestionably put a flattering gloss on Chelsea’s FA Cup victory.
It was a scoreline the hosts didn’t deserve, having been matched by their Championship opponents for long periods of the tie in west London.
Ultimately, Pompey were made to pay for the attacking introduction of Erik Huseklepp and Ryan Williams.
The duo were called off the bench midway through the second half to replace injured pair Hayden Mullins and Ricardo Rocha – moves which gave a more attacking look to the visitors.
The end result, though, was a more emphatic win than Chelsea warranted as they took advantage.
It eased the pressure on Chelsea manager Andre Villas-Boas, whose side lost their previous home fixture 3-1 to Aston Villa during a disappointing run.
Nonetheless, there were plenty of positives for Appleton and the Fratton faithful to take from the Blues’ display.
And the Pompey manager wants his team to maintain that level of performance – starting with the high-flying Hammers’ visit to the south coast on Saturday.
Appleton said: ‘You have got to go for it. It’s the FA Cup – you don’t get a second chance.
‘We went for it and you can say it cost us.
‘But for me it didn’t cost us. It was one of those where you have to be positive and have a go, rather than go out with a bit of a whimper.
‘We could have come away from Stamford Bridge having lost 1-0 after defending for 90 minutes.
‘But, for me, that wouldn’t have been having a go or being true to ourselves.
‘We had a lot of the game and I’ll keep reminding the players about that ahead of the West Ham game.
‘Looking at it, a lot of the lads out there against Chelsea will have probably learnt a lot about themselves.
‘It was a big stage against a good side, and you have only got to look at the team they put out – that was the respect they showed us.
‘It was their strongest possible team and we gave them a good game.
‘It gives me encouragement. I just hope it gives the players encouragement.’
By Appleton’s own admission, his players were distraught in the Stamford Bridge dressing room afterwards.
It had been a valiant effort, yet ultimately ended in a heavy defeat on paper.
Certainly, it was hard to take for a group of players who had given everything in a bid to prompt an FA Cup upset.
For Appleton, however, it is all about the response.
And he has ruled out anyone feeling sorry for themselves during this week’s build-up for West Ham’s visit.
He added: ‘There are two ways to deal with it. You can feel sorry for yourself, take three or four weeks to get over it and by then you’ve lost three or four games down the line.
‘Or you say “well done”, pat yourself on the back and crack on.
‘We have a proud record at Fratton Park, we don’t want to lose that and West Ham are coming to town this weekend.
‘I was delighted with the players against Chelsea, absolutely delighted.
‘I think a few little things went against us. Obviously, the handball in the build-up to the first goal and we had to make a couple of enforced changes which didn’t help at times.
‘But I was delighted with everyone and I think we just needed that bit of clinical finishing in front of goal for a different result.’