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.
An exception to my 'Classic Prince' board - a very, very cool photo of Prince in late 1999 for the Rave Un2 The Joy Fantastic album. He just looked so amazing in this photo, should of been the album cover actually. A classic ℙℛiℕℂℰ photo and look!