I'm relatively new to python and I'm confused about the performance of two relatively simple blocks of code.  The first function generates a prime factorization of a number n given a list of primes.  The second generates a list of all factors of n.  I would have though prime_factor would be faster than factors (for the same n), but this is not the case.  I'm not looking for better algorithms, but rather I would like to understand why prime_factor is so much slower than factors.
def prime_factor(n, primes):
  prime_factors = []
  i = 0
  while n != 1:
      if n % primes[i] == 0:
          factor = primes[i]
          prime_factors.append(factor)
          n = n // factor
      else: i += 1
  return prime_factors
import math
def factors(n):
  if n == 0: return []
  factors = {1, n}
  for i in range(2, math.floor(n ** (1/2)) + 1):
      if n % i == 0:
          factors.add(i)
          factors.add(n // i)
  return list(factors)
Using the timeit module,
{ i:factors(i) for i in range(1, 10000) } takes 2.5 seconds
{ i:prime_factor(i, primes) for i in range(1, 10000) } takes 17 seconds
This is surprising to me.  factors checks every number from 1 to sqrt(n), while prime_factor only checks primes.  I would appreciate any help in understanding the performance characteristics of these two functions.
Thanks
Edit: (response to roliu)
Here is my code to generate a list of primes from 2 to up_to:
def primes_up_to(up_to):
  marked = [0] * up_to
  value = 3
  s = 2
  primes = [2]
  while value < up_to:
      if marked[value] == 0:
          primes.append(value)
          i = value
          while i < up_to:
              marked[i] = 1
              i += value
      value += 2
  return primes
 
     
    