Physical proof? No. But if that’s the criterion for proof that someone existed, then that mean 90% of historical figures can’t be proven to have existed. We don’t have the remains of Alexander the Great or any artefacts we can be sure are his. We have no remnants of Plato, none of his original writings remain.
Did a person name Jesus live sometime during the first century AD? Scholars are fairly certain of that. We do have textual evidence other than the bible that points to his existence.
It is highly unlikely that he was anything like the person written about in the bible. He was likely one of many radical apocalyptic prophets of the time.
We don’t have too many details about his life but because of something called the criterion of embarrassment we have good reason to believe he was baptized by a man named John the Baptist and was later crucified. (i.e. most burgeoning religions seeking legitimacy don’t typically invent stories that are embarrassing to their deity)