Private Browsing Does Not Provide The Security You May Think
Private browsing is not perfect, nor does it solve all Internet browsing security issues but it can help. Your browsing is not anonymous and your history may not be saved but that refers to local storage on your own machine. Typically your activity is tracked by websites you visit but this varies and still does when using Private Browsing. There are some ways to avoid tracking but private browsing itself does not necessarily accomplish this. It is designed to leave no trace at home, but not so much on the Internet. This means if you don't want anyone else with access to your machine to know where you have visited on the 'Net Private Browsing will help your security concerns but that's essentially the extent of it. Click on each of the lightbox images below to see each browser's indication of their version of Private Browsing.
Internet Explorer's InPrivate Browsing
Internet Explorer 11 clearly states that InPrivate Browsing "helps" prevent Internet Explorer from storing data about your browsing but that is not truly reassuring. If you click on the link to learn more about InPrivate Browsing you learn more about turning off add ons etc., however there is no indication that your browsing is any more secure than otherwise.
Google Chrome's Incognito Browsing
Incognito is a word typically defined as having one's true identity concealed. Not so much. If you use Chrome's Incognito you may find by default your browsing is actually revealed after the fact. This may vary by version but if you do find evidence of your Incognito browsing being retained - what's the use?
The Mozilla Firefox Private Browsing Window
Firefox does state that it will save bookmarks and downloads but not visited pages, cookies, searches or temporary files. It is also stated that Firefox will block many trackers but that is not all trackers now is it?
Opera's Private Browsing Window
Opera is fairly straightforward in that "As soon as you close all private windows, all the information connected with them will be erased." That means the otherwise locally stored data won't be stored, according to Opera. There is one thing which sets Opera apart in that they do recognize that to gain more (or some real level of) security and privacy a VPN connection is recommended. Food for thought.
Using A VPN Will Provide Security
Although Opera recommends SurfEasy there are many to investigate and choose from. If you wish to mitigate tracking of your activity on the 'Net without a VPN one good place to start would be DuckDuckGo. This is a highly rated search engine which states that they won't store your info, follow you with ads, or track you. Smart. Read more about VPNs.