Cool effect, the 'Canary Yellow" Diamonds & Pearls Cloud Guitar as it was known then. Canary yellow was his "era/theme color" for that period, much like Purple was for 1999 through Purple Rain and Peach & Black was for the Camille/SOTT/Black Album era and powder blue was for Lovesexy, Gold for the Gold Experience era etc. etc.
Prince – Black Album (Thought to be the most bootlegged album of all-time. Black Album was pulled from distribution at the last minute by Prince because he felt it was too dark. Never officially released until the mid 1990's but only on CD and very limited promo vinyl copies, this was never released commercially in the US on #vinyl.)