Executing more than one function.

Hello,
I have a set of plsql functions that I want to execute. All these functions
perform queries and insert data in the database and I need to execute them
in order.
What I have noticed is that if I execute this script

BEGIN;
SELECT function1();
COMMIT;

BEGIN;
SELECT function2();
COMMIT;

BEGIN;
SELECT function3();
COMMIT;

it takes more time than if I execute one function at the time and sum the
execution times of each one:

BEGIN;
SELECT functionX();
COMMIT;

In some cases if there are several millions of tuples in the database
running all the rules in the same script takes 10 times more than running
one at the time.

Can anyone explain why this happens and how can I prevent it?

Thanks for the help.

Filipe