I reckon Mr Bean comes nearest to the Pee Wee Herman character. Another fiercely independent manchild character is Monsieur Hulot in the Jaques Tati films but he is more refined.

He is kinda like Mr Bean! Someone who acts and plays like a child, but who apparently lives on their own and takes care of them self, somehow.

This is exactly what he is!
Without strife, your victory has no meaning.
Without strife, you do not advance.
Without strife, there is only stagnation.

https://en.wikipedia.org/wiki/Puer_aeternus
We've met before, haven't we?

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Part of the joke is that even though to us he looks like a full grown man, in the world of the movie everyone sees him as a child. There's enough references to him as a "little boy" to support this.
We don't have to think in those terms anymore.

I think PeeWee is a kid who never grew up.
In the movie I picture his character as someone raised by an eccentric grandparent and who inherited their home after that grandparent died.