Weigh and add all of your ingredients to a large bowl or the bowl of your stand mixer. If you are kneading with a mixer, mix on medium speed for 8 minutes. If you are kneading by hand, you will need to knead it for around 15 minutes to get a smooth dough.
Add dough to a lightly oiled bowl and place it in a warm spot in your kitchen. Allow the dough to rise for 1 to 1.5 hours.
After an hour or an hour and a half, place your dough on a lightly floured surface and deflate all the bubbles/gas. Shape the dough into a rough rectangle about the length of your 4x8 inch pan.
Lightly grease your pan with olive oil or non-stick cooking spray.
Roll the dough rectangle up reasonably tightly into a rough cylinder about 8 to 9 inches long. Pinch the seam tight and roll the cylinder several times to smooth it out a little. Place the cylinder seam side down in the pan. Press it around with your fingers a little to make sure it fits properly into the corners.
Cover the pan/dough with a lightly greased piece of plastic wrap.
Allow the dough to rise in a warm spot for 45 to 60 minutes or until the dough has doubled and risen close to the top of the pan.
Near the end of the final rise time, preheat the oven to 350 degrees F (190 C).
Bake the bread for 30 to 35 minutes and remove from pan to a cooling rack to fully cool before slicing. The bread should be at 190 degrees F internal temperature.
Do not slice for at least an hour because the bread is technically still cooking.
Slice and sandwich.
Notes:
Black cocoa is not the same as regular cocoa powder. It is super dark, and it gives this pumpernickel its dark brown color. You can substitute regular cocoa powder here, but your resulting bread simply won't be as dark.
You can find black cocoa online and it's great for turning bread into a dark brown color without adding chocolate flavor. It also works in brownies as well.