Never saw the concert movie myself...

but here's Siskel and Ebert's 1987 positive review.

Boy, they were good together, huh?*

S:  "My bottom line on movies about authors is: does it make you want to read the books they write?  And on a concert film about a rock star, would it make you want to go to the next concert? Well, the next time Prince is in Chicago, I am gonna try and get two tickets -- hint, hint -- because I like this movie.  This guy, is terrific in concert..."

 E:  "Gee Gene, I like your rule there and I think I like Prince so much that I would even be willing to buy my tickets."

S: "Well buy mine..."

E: "Very funny."

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* Prince and Sheila E. too...