Brian Wilson live at the roxy is not the pet sounds live album. I think that one is called Brian Wilson plays Pet sounds.
This album (2 cd's) contains more. a lot of beach boy stuff (California Girls, Don't worry Baby, I Get Around, Good Vibes, Help Me Rhonda. Barbra Ann, Do it Again, Surfer Girl etc.) including some songs from pet sounds (Let's go away for a while, Pet Sounds, God Only Knows, Sloop John B, Caroline no and Wouldn't it be nice)
It also has some covers and some of Brians Solo stuff.