Having squandered a two-goal advantage late on, Rovers hit back to equalise in the last minute of the game, which finished, to 3-3 take the game into extra time.
The added half an hour saw no further goals and was decided on a penalty shootout, which Portsmouth won 3-1.
"I felt we controlled the game, and looked comfortable, for 75 minutes," said Alan, "but not for the first time this season we succumbed in the final 15 minutes and conceded three goals.
"However the lads showed great character to bounce back from that and score a late equaliser and, overall, they should be proud of their performance.
"It was honours even in the extra half an hour, with neither side really creating chances to win the match, so we went into a penalty shootout where Portsmouth gained the upper hand.
"Naturally, the lads are very disappointed as they were in control for so long and then saw victory snatched away from them."
The game was played in very difficult conditions, with a strong wind blowing the length of the pitch. Rovers, with the wind at their backs in the opening period, took full advantage and scored in the sixth and eighth minutes.
They could have added further goals before the break, and again in the second half when they mastered playing into the wind far better than Portsmouth had in the first half.
"I felt the lads played the conditions very well, though we should have scored more than two goals. A third goal might have made all the difference, but we let Portsmouth off the hook, really.
"We have to give Portsmouth credit for the way they came back at us in the final 15 minutes of normal time. However I can't deny the fact that the result was hugely disappointing in view of the fact that we played some very good football at times."