It is narrated from Sayyiduna Jabir (may Allah be pleased with him) that the Prophet (peace and blessings be upon him) performed prayer wrapped in a single garment. Someone asked Abu Az-Zubair whether this referred to obligatory prayer. He replied that this includes both obligatory and non-obligatory prayers.
Hadith Referenceمسند احمد / مسند المكثرين من الصحابة / 15138