GLENDALE, Ariz. -- Patrick Roy has seen plenty of good times in Colorado, including twice sipping from the Stanley Cup. But he has never anything quite like this.
The Avalanche extended the best start in franchise history when center Ryan O'Reilly scored on power play with 41.1 seconds remaining for a 4-3 overtime victory over the Phoenix Coyotes at Jobing.com Arena on Thursday.
Colorado (16-5) has a franchise record for victories and points through its first 21 games under first-year coach Roy, who won Stanley Cups as a goaltender for the Avalanche in 1995-96 and 2000-01.
"It is impressive to me," Roy said when asked about the hot start. "If someone would say we are 16-5 after 21 games, I would have a bit of a hard time to believe it. But at the same time, our guys are working hard. Our guys are very, very receptive to teaching and they are working every day at practice and they are focused when they come to the game. We just take it one day at a time. We don't try to look too far ahead."
The Coyotes (14-5-3) overcame a 2-0 deficit with three straight goals, two in the third period, before Avalanche forward Cody McLeod tied the game at 3 at 16:46 of the third period on a backhand shot in front.
"Our team was resilient to come back and score that tying goal," Roy said. "We found a way to win it. This is a big win for us."
Center Antoine Vermette completed the Coyotes' comeback from their two-goal deficit when he scored from point-blank range on a pass from right winger Shane Doan for a 3-2 lead at 14:06 of the third period. Doan has a point in seven consecutive games.
Phoenix (14-4-4) is 9-0-2 at home, only one of two teams that has not lost in regulation at home. They took two penalties in overtime, however, and Colorado capitalized on the last one, turning the 4-on-3 advantage into O'Reilly's ninth goal of the season.
"A couple of bad penalties there. It's tough, because there is a whole lot more room to work with," defenseman Michael Stone said about killing penalties in overtime. "They are still only up one man, but to have all that room and all that time in the offensive zone, it puts a lot more pressure on the goaltender and a lot more pressure on being in lanes and blocking shots and getting the puck out when you have the chance."
Colorado, 14-0 when its scores first this season, earned its second win in a row after a three-game losing streak.
Avalanche goaltender Semyon Varmalov made 41 saves while improving to 11-5 this season.
Goalie Mike Smith had 26 saves for the Coyotes, suffering his second loss in 11 career meetings against Colorado.
"I thought we did a lot of things very well," Colorado coach Dave Tippett said. "I thought we controlled a lot of the play, but in a tight game mistakes matter, and when you put a team on the power play twice in overtime it usually comes back to bite you, and it did."
Colorado center John Mitchell scored seven seconds into the Avalanche's first power play of the night for a 1-0 lead less than a minute into the second period.
Avalanche defenseman Andre Benoit, who was taken to the dressing room after being struck in the face by a shot midway through second period, scored his first goal of the season at 15:50 of the second period for a 2-0 lead. He also had two assists.
Stone cut the deficit to 2-1 when his shot from just inside the red line skipped past Varlamov at 17:10 of the period. Stone has seven goals, tied with Ottawa's Erik Karlsson for the most goals by a defenseman.
Coyotes center Martin Hanzal tied the game at 2 with his seventh goal of the season at 10:40 of the third period, when he poked in a rebound of a shot by left winger Tim Kennedy. Hanzal's goal came with three seconds left in a Phoenix power play.
NOTES: Coyotes G Mike Smith made at least 40 saves in a game twice this season, and has an NHL-high 14 such games since the start of the 2011-12 season, when he became the starter in Phoenix. ... Colorado C Matt Duchene (oblique) missed his second straight game and is expected to be out at least a week, the Avalanche said. Duchene leads the team with 12 goals and 20 points. ... Coyotes D Oliver Ekman-Larsson played his 200th NHL game. He has 16 points, fifth among defensemen through Wednesday, and a plus-12 rating, tied for first in the NHL a quarter of the way through the season. ... The Coyotes had not played since Thursday, when they beat the Tampa Bay Lightning 6-3. The only longer stretch they will have between games this season will be the break for the Olympic Games in February.