Pellegrini slammed the first-half performance as the worst this season.
Pellegrini said: "Maybe we thought it wouldn't be so difficult and by the time we reacted it was too late. I think the first half was the worst of my time here.
"We didn't have the pace to keep up with a team that is in a good moment.
"In the last 35 minutes they continue playing the same way and we continue playing the same way. We had at least three or four chances to score more goals.
"When you don't have the same intensity it's very difficult to win."
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