Almost all of the problem is PM2.5 but its not the only pollution problem. For PM2.5 a simple N95/FFP2 mask will drop the particles you breath in to basically zero and remove the health consequences of them and as we saw in 2020-2021 you can happily run in them they don't restrict breathing much at all. You do not have to put up with the damage from polluted air alongside the exercise.
Respirators can't do anything about volatile components that have low boiling points: sulfur and nitrogen oxides, hundreds of often carcinogenic aromatic hydrocarbons released by burning any organic matter. If you wear a good FFP3 respirator in heavily polluted air, it's very noticeable that it doesn't filter out everything — the smell gets through. And it's a specific smell, reminds me of walking through charred ruins of a building that has burned down 5-10 years ago and never rebuilt.