Private is more secure but slow as the comparison of regular window because of private browser does not store cache. Java script, images and css files etc all have to be downloaded from the web server for each request of the webpage that's why private browsing is little bit slower.
Private browsing does not have record of browsing history that means you can't retrieve the information about the browsing session, once the window is closed. But regular window have all the information about the browsing but you are able to delete history manually
Plugins that you have install in the browser is properly works on regular window, but private window generally disables the plugins to boost up the speed of browsing. Because plugins reduced the usages of memory and also reduce the parsing of webpages before rendering.
Almost all the internet browser works in same manner in private mode.But Mozilla Firefox and Chrome slightly differs. When you use chrome's private window , you can't restores the closed tabs but in Firefox's private , you are able to reopen the closed tabs by using "Ctrl+Shift+t" or by the right click on the tab bar and select the undo close tab from the context menu.
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