Virtual reality (VR) allows users to embody any possible avatar. Previous work found that the appearance of avatars can change our perception and behavior. Such behavioral changes based on stereotypical assessments are known as the Proteus effect. Exergames involve physical activities of players, however, it is currently unknown if behavioral changes caused by an avatar's appearance can affect players' performance in physically engaging tasks. Therefore, we conducted a study with 30 participants to determine the effect of avatars' muscularity on physical performance and perception of effort. We found that participants in muscular avatars had a lower perceived exertion during an isometric force task. Furthermore, male participants embodying a muscular avatar had a higher grip strength. Results suggest that embodying avatars associated with power and strength can decrease the perception of effort and enhance physical performance. We discuss how body ownership, user identification, and gender moderate avatars' effects.