This can occur due to the 'Usual Bed Time' setting in the app. Sleep sessions ending after this defined time are recorded under the following day, therefore appearing as incorrectly registered.
Adjusting 'Usual Bed Time'
Open Pillow on your iPhone.
Tap the settings icon in the top right corner.
Scroll to the Profile section and adjust the 'Usual Bed Time' field. For example, if it's set at 4 PM, any sleep ending between 4 PM and midnight will move to the next day's data. Set it to a later time that matches your routine.