Having already secured qualification, Colombia fielded a weakened side against Costa Rica, with Pekerman making 10 changes to the starting line-up that beat Paraguay, opting to rest the likes of James Rodriguez and Juan Cuadrado before using them off the bench.
But the move backfired spectacularly, with Colombia losing to Costa Rica 3-2.
The result cost Colombia top spot in Group A after the United States beat Paraguay 1-0 earlier on Saturday.
"We had an initial idea, without disrespecting Costa Rica, but we wanted to make a good match and we must learn from mistakes," Pekerman said.
"Collectively the idea was the same and despite the changes we seek similar situations in the course of the game.
"We cannot draw hasty conclusions. The bet was risky with some guys that we hope does not cost us in the process.
"We will move forward. I am calm, I know what these guys can give."
Awaiting them is a potential quarter-final against Brazil, who are on track to top Group B.