Matthew 5:10–12 contains the only Beatitude with an attached explanation: "Blessed are they which are persecuted for righteousness' sake: for theirs is the kingdom of heaven... for so persecuted they the prophets which were before you." Persecution for faith places the sufferer in the prophetic line. Jesus grounds the blessing not in the persecution improving character but in the fellowship of the persecuted — you are standing where the prophets stood.
Romans 8:17 — "if so be that we suffer with him, that we may be also glorified together" — links suffering with Christ to glorification with Christ as a single compound structure. The Greek sympaschomen — "suffer with" — means to suffer in company, to share in the suffering. The suffering is not incidental to the faith story; Paul presents it as the path by which the glory is reached.
Commentary is from a charismatic Protestant perspective, drawing on KJV text and public-domain sources including Spurgeon, Andrew Murray, and Matthew Henry.