The yellowing can be more than just overwatering, even though that really is the most common culprit. But before you panic, let me break this down: if you've watered 3 times in a month and the cactus is near a window (plenty of light), there are two likely scenarios here. One is straight-up root rot, which starts exactly with that yellowing color change. The other is nutrient deficiency or weird photoperiod issues - sometimes a window with intense direct sunlight in summer, followed by low light when the seasons change, causes this effect. A prickly pear is more resilient than most cacti, so it's not exactly dying slowly, but you need to act fast.
First, stick your finger deep in the soil - if it's very wet or smells moldy, water is the problem and you need to stop watering almost completely. Let 2 to 3 weeks pass without watering at all, not a drop. Then, when you touch the soil and it feels completely dry (really dry), only then water again, and just enough to dampen it. Second, check if the pot has drainage holes - a lot don't, and water gets trapped. If it doesn't, consider switching pots. If the soil is too compacted or has regular potting soil instead of cactus-specific substrate, that's another problem: regular plant soil holds too much water. A good mix for prickly pear is coarse sand, perlite, and some peat moss or cactus soil.
If the soil is actually dry and water isn't the problem, then you could be looking at nutrient deficiency or light stress. Try moving the pot a bit (maybe not right in the hottest part of the window during the day) and when you water again in 3 weeks, add a very diluted cactus fertilizer - but just once. Wait another month or two before fertilizing again. The cactus can recover, but it's going to take time.