The Jonas Brothers' new documentary, Chasing Happiness, is streaming now on Amazon Prime Video, while their album Happiness Begins drops on Friday
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The Jonas Brothers have got their best gals by their side!

Nick, Joe and Kevin Jonas were dressed to the nines in Ermenegildo Zegna XXX and accompanied by their wives — Priyanka Chopra, Sophie Turner and Danielle Jonas, respectively — Monday night in Los Angeles as they celebrated the premiere of their new documentary Chasing Happiness, which is streaming on Amazon Prime Video now.

For the glam outing at L.A.’s Regency Bruin Theatre, Joe, 29, wore a gray suit with a mustard T-shirt underneath while Turner, 23, sparkled in a long sequined gown and black strappy heels, letting her blonde hair fall in loose waves over her shoulders and finishing the look with a bold red lip.

Nick, 26, kept it cool in a burgundy suit and black shirt as he posed with Chopra, 36, who opted for a long-sleeved black dress with a hip-high slit, high beaded collar and netting-style neckline. Kevin, 31, wore a maroon-colored suit with a black pattern alongside Danielle, 32, who rocked a two-piece neutral ensemble with a beaded skirt.

Joe Jonas and Sophie Turner and Danielle Jonas and Kevin Jonas and Priyanka Chopra and Kevin Jonas
Joe Jonas (L) and Sophie Turner; Danielle and Kevin Jonas; Priyanka Chopra and Nick Jonas
| Credit: Jon Kopaloff/FilmMagic; Axelle/Bauer-Griffin/FilmMagic (2)

Later in the evening following the screening, the group performed various hits including “S.O.S., “Burnin’ Up,” “Cool” and “Sucker.” During the latter song, Joe called attention to the brothers’ “beautiful wives,” who were dancing on a bleacher set up at the side of the stage. Turner was even sporting a Jonas Brothers tie-dye sweatshirt, from a collection fans could customize on site.

Joe Jonas and Sophie Turner
Joe Jonas and Sophie Turner
| Credit: Axelle/Bauer-Griffin/FilmMagic
Priyanka Chopra-Jonas and Nick Jonas
Priyanka Chopra and Nick Jonas
| Credit: Jon Kopaloff/FilmMagic
Kevin Jonas and Danielle Jonas
Danielle and Kevin Jonas
| Credit: Steve Granitz/WireImage

Chasing Happiness‘ director, John Taylor, chatted with PEOPLE at the event about how “surreal” it was to finally see their efforts culminate.

“I’m really excited for fans to see really just a story within the story of how they worked through [their split] to get back together again,” he said. “By the time that we get to the third act of the film and we start to see that it’s happening and we talk about how they’ve changed as young men and how love has changed them in their lives … I think that their father sums it up nicely: ‘There are brother bands that don’t talk to each other, but not my sons.’ That takeaway of loyalty and love is really what this is all about. It’s a film about family.”

And of romantic love? “Everybody gets a different perspective when they fall in love and these guys, I think they now know and value what’s really important in this world,” Taylor told PEOPLE. “You can chase all the awards, you can chase fame and money, but at the end of the day, we all just want to be loved.”

Jonas Brothers
Chasing Happiness
| Credit: Amazon Prime Video

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In the new documentary, Kevin, Joe and Nick Jonas detail their journey from humble beginnings to teen superstardom, their abrupt hiatus and their second coming as a reunited band.

With a mix of home videos, concert footage and recent interviews, Chasing Happiness shows how the brothers were able to rebuild their relationships as siblings and rekindle the musical spark that inspired their upcoming studio album Happiness Begins, which drops on Friday.

“To say we’re excited is an understatement,” Nick said of the album this week, during the brothers’ appearance on Nova’s Smallzy’s Surgery podcast. (The album will mark their first together in a decade.)

“The response from the fans has been unbelievable,” he continued. “We just want them to hear the rest of this record. Between ‘Sucker’ and ‘Cool,’ there’s a good idea of what the album has in store, but there’s a lot of depth in this album and it’s my favorite body of work I’ve ever worked on.”