Slow SELECT by primary key? Postgres 9.1.2

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Postgres 9.1.2 on Ubuntu 12.04

Any reason why a select by primary key would be slower than a select that includes an ORDER BY? I was really hoping using the primary key would give me a boost. 

I stopped the server and cleared the O/S cache using "sync; echo 3 > /proc/sys/vm/drop_caches" between the runs.



test=# VACUUM ANALYZE test_select;
VACUUM

(stopped postgres; reset O/S cache; started postgres)

test=# explain analyze SELECT * FROM test_select WHERE key1 >= 500000 ORDER BY key1, key2, key3, id LIMIT 1;
                                                              QUERY PLAN
--------------------------------------------------------------------------------------------------------------------------------------
 Limit  (cost=0.00..0.08 rows=1 width=21) (actual time=12.599..12.600 rows=1 loops=1)
   ->  Index Scan using my_key on test_select  (cost=0.00..41895.49 rows=498724 width=21) (actual time=12.597..12.597 rows=1 loops=1)
         Index Cond: (key1 >= 500000)
 Total runtime: 12.678 ms

(stopped postgres; reset O/S cache; started postgres)

test=# explain analyze SELECT * FROM test_select WHERE id = 500000;
                                                           QUERY PLAN                                                            
---------------------------------------------------------------------------------------------------------------------------------
 Index Scan using test_select_pkey on test_select  (cost=0.00..8.36 rows=1 width=21) (actual time=31.396..31.398 rows=1 loops=1)
   Index Cond: (id = 500000)
 Total runtime: 31.504 ms



Schema:

test=# \d test_select
                            Table "public.test_select"
 Column |     Type     |                        Modifiers                         
--------+--------------+----------------------------------------------------------
 id     | integer      | not null default nextval('test_select_id_seq'::regclass)
 key1   | integer      | 
 key2   | integer      | 
 key3   | integer      | 
 data   | character(4) | 
Indexes:
    "test_select_pkey" PRIMARY KEY, btree (id)
    "my_key" btree (key1, key2, key3, id)

test=# 



Sample data:

test=# SELECT * FROM test_select LIMIT 10;
 id |  key1  |  key2  |  key3  | data 
----+--------+--------+--------+------
  1 | 984966 | 283954 | 772063 | x   
  2 | 817668 | 393533 | 924888 | x   
  3 | 751039 | 798753 | 454309 | x   
  4 | 128505 | 329643 | 280553 | x   
  5 | 105600 | 257225 | 710015 | x   
  6 | 323891 | 615614 |  83206 | x   
  7 | 194054 |  63506 | 353171 | x   
  8 | 212068 | 881225 | 271804 | x   
  9 | 644180 |  26693 | 200738 | x   
 10 | 136586 | 498699 | 554417 | x   
(10 rows)




Here's how I populated the table:

import psycopg2

conn = psycopg2.connect('dbname=test')

cur = conn.cursor()

def random_int():
    n = 1000000
    return random.randint(0,n)

def random_key():
    return random_int(), random_int(), random_int()

def create_table():
    cur.execute('''
            DROP TABLE IF EXISTS test_select;

            CREATE TABLE test_select (
                id                      SERIAL PRIMARY KEY,
                key1                    INTEGER,
                key2                    INTEGER,
                key3                    INTEGER,
                data                    char(4)
            );
        ''')
    conn.commit()

    n = 1000000
    for i in range(n):
        cur.execute("INSERT INTO test_select(key1, key2, key3, data) VALUES(%s, %s, %s, 'x')", random_key())
    conn.commit()

    cur.execute('CREATE INDEX my_key ON test_select(key1, key2, key3, id)')
    conn.commit()

create_table()


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