What do you mean by "physical evidence"? As Bart D. Ehrman (a non-Christian New Testament scholar) explains:
The reality is that we don’t have archaeological records for virtually anyone who lived in Jesus’s time and place.
Who was the most important Jewish figure in Palestine for the entire first century (who wasn’t, say, the actual king)? There’s no doubt. Flavius Josephus. Highly placed aristocrat, military leader, political figure, eventually made a court historian by the Roman emperor himself, and our principal source of information for the Jewish people and history at the time. And how much archaeological evidence do we have of his existence? None.
So too, who is (by far) the best known Jewish cultural figure outside of Palestine in the first century? Again, not much competition: Philo of Alexandria, brilliant philosopher, massively prolific author, political activist, known even at the highest levels of government in Rome itself. How much archaeological evidence do we have of his existence? Again, none. The lack of evidence does not mean a person at the time didn’t exist. It means that she or he, like 99.99% of the rest of the world at the time, made no impact on the archaeological record.
The most detailed record of the life and death of Jesus comes from the four Gospels and other New Testament writings. "These are all Christian and are obviously and understandably biased in what they report, and have to be evaluated very critically indeed to establish any historically reliable information," Ehrman says. "But their central claims about Jesus as a historical figure—a Jew, with followers, executed on orders of the Roman governor of Judea, Pontius Pilate, during the reign of the Emperor Tiberius—are borne out by later sources with a completely different set of biases."
Within a few decades of his lifetime, Jesus was mentioned by Jewish and Roman historians in passages that corroborate portions of the New Testament that describe the life and death of Jesus.
Regarding the apocryphal texts, they're called apocryphal for a reason, and do not form part of the Biblical canon.