Data collection by websites and their integrated third parties is often not transparent. We design privacy interfaces for the browser to help people understand who is collecting which data from them. In a proof of concept browser extension, Privacy Pioneer, we implement a privacy popup, a privacy history interface, and a watchlist to notify people when their data is collected. For detecting location data collection, we develop a machine learning model based on TinyBERT, which reaches an average F1 score of 0.94. We supplement our model with deterministic methods to detect trackers, collection of personal data, and other monetization techniques. In a usability study with 100 participants 82% found Privacy Pioneer easy to understand and 90% found it useful indicating the value of privacy interfaces directly integrated in the browser.