Music legend Prince and his band perform 13 numbers, most of them from his double album, “Sign ‘o’ the Times.” This is high-energy stuff: neon signs flash above the stage, suggesting the honky-tonk district of a big city, and between numbers there are vignettes of street life. Sheila E, Boni Boyer and Cat provide rhythmic, vocal and physical pyrotechnics while Sheena Easton appears in a film within a film, her rock video “U Got the Look.” In constant motion, never far from center stage, is Prince, Minnesota’s charismatic virtuoso, giving the performance of a lifetime.