Variation in social status predicts molecular, physiological and life-history outcomes across a broad range of species, including our own. Experimental studies indicate that some of these relationships persist even when the physical environment is held constant. Here, we draw on datasets from one such study—experimental manipulation of dominance rank in captive female rhesus macaques—to investigate how social status shapes the lived experience of these animals to alter gene regulation, glucocorticoid physiology and mitochondrial DNA phenotypes. We focus specifically on dominance rank-associated dimensions of the social environment, including both competitive and affiliative interactions. Our results show that simple summaries of rank-associated behavioural interactions are often better predictors of molecular and physiological outcomes than dominance rank itself. However, while measures of immune function are best explained by agonism rates, glucocorticoid-related phenotypes tend to be more closely linked to affiliative behaviour. We conclude that dominance rank serves as a useful summary for investigating social environmental effects on downstream outcomes. Nevertheless, the behavioural interactions that define an individual's daily experiences reveal the proximate drivers of social status-related differences and are especially relevant for understanding why individuals who share the same social status sometimes appear physiologically distinct. This article is part of the theme issue ‘The centennial of the pecking order: current state and future prospects for the study of dominance hierarchies’.