1anre's setlist.fm

If you need proof, just look it up, for example in Wikipedia:
Side three of the release is subtitled Concerto for a Rainy Day, a four track musical suite based on the weather and how it affects mood change, ending with the eventual sunshine and happiness of "Mr. Blue Sky".

Again: Concerto for a Rainy Day is no song! It's the collective name for all four songs on one side of the double album Out of the Blue, beginning with Standing in the Rain and ending with Mr. Blue Sky. I'll try to remove it from the set list.