PC is shut down but power button is on

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Hello all,
I have a windows 10 self made gaming pc. Recently I have noticed that after I shut my pc down using the start menu, my tower and screen will turn off. But after a few seconds the power button turns back to blue (on the tower) it means the pc is on and the screen lights up. It is blank, when I press the power button, the light turns off but then I hear the BIOS boot up beep and the system starts. How can I fix this.
Thanks in advance