Preheat oven to 325 degrees. Grease an 8- or 9-inch square baking pan.
Cream butter and sugar in a large bowl with an electric mixer on medium speed. Add peanut butter and beat until smooth. Add egg and vanilla, and beat until well-combined.
In a small bowl, whisk together flour, baking soda and salt. Add to butter mixture and combine well.
Stir in half the white and semisweet chocolates, then stir in half the pecans and mix until combined. Spread the batter evenly in the prepared pan and bake for 25 to 30 minutes, or until the center is soft but no longer runny.
Remove the pan from the oven and immediately sprinkle the remaining chocolates over the top. Cover the pan with aluminum foil and set aside to let the chocolates melt. When melted, swirl the chocolates together with the tip of a sharp knife to create a marbleized effect. Sprinkle the remaining pecans over the top. Let the bars cool completely in the pan on a wire rack. Cut into 2-inch squares to serve.