Noticed the two tabs were close, but off - here's the basic chord progression:

   A         C           A
As we marched out to Fennerio
   A       F#m        Dbm
As we marched out to Fennerio
    C               A
Our Captain fell in love
       A        F#m
With a lady like a dove
     A            C                  A
And he called her by name, Pretty Peggy-O