Before Prince died, on Thursday, he played what would become his final show only one week ago, in Atlanta, as part of his intimate Piano & a Microphone series. As was the Prince way, there’s barely any evidence of it online, thanks to his strict no phones or camera policy. But luckily, a few rule-breakers in the audience captured his finale: “Purple Rain” on the piano. It will likely go down as the last time Prince ever performed the song, though People reports that he did throw a party two days later at Paisley Park — despite being hospitalized last Friday for the flu — so it’s possible he performed it again. As with most things with Prince, it’s a mystery. Watch some brief fan-filmed clips from the performance above and below, as well as look at an incredible photo someone sneaked from the show.