Look, maybe you're not sleeping well because the baby is kicking or you're nauseous or worried or something, and that is making you less than sharp in the day time, but that's just tiredness, not some weird hormonal alteration that's suddenly making you stupid or absent-minded because you're pregnant!
The only study that suggested 'baby brain' was real was ages ago, conducted on a tiny number of women, and the study didn't test the women when they weren't pregnant, so had no 'control' baseline. It was blown out as lacking any credibility years ago. Newer, more credible research suggests no changes in brain function in pregnancy, and some published earlier this year suggests women are better at multi-tasking and more efficient workers after giving birth.
The interesting thing is why so many women still say they are stupider/more absent-minded when the best scientific studies show no difference - some researchers suggest that the concept of 'baby brain' is still so widespread that pregnant women are more likely to notice the kind of slips all of us make all the time and ascribe it to baby brain.
I finished writing an award-winning book when I was pregnant. On the other hand, when I - and this is true, I swear! - put a jug of milk outside the back door and tried to put the cat in the fridge, I was a busy teenage university student who was nearly two decades away from having a child. 
I was as sharp as ever when I was pregnant, despite leading an incredibly complicated (international commute, busy job, antenatal care in two countries, husband only there for about a month of the nine) - but I think that was probably because I was lucky enough, despite being 40, to have a very pleasant straightforward pregnancy, where I wasn't sick or unwell. So there was no reason for me to be tired and forgetful.