Did he ever do any physical comedy?

I don't think he could. Eldred Gregory Peck allegedly sustained a "permanent spine injury" from a ballerina putting her knee in his back. The injury was so severe it prevented him from serving in WW2 (but not severe enough to keep him from engaging in physical fights and horseback riding in his movies.)

But enough of ragging on Peck for his hypocrisy. He actually did a good comedic turn with Lauren Bacall in 'Designing Woman'.

See DESIGNING WOMAN.

Oops, sorry about that, I see it's already been noted.

What the hell is wrong with being a Liberal? Peck was against inhumane things like racism and homophobia and wanted to make the world a better place. What a monster!

To the question at hand, Peck did not appear in many comedies which is a shame. Of all the leading men who came to prominence in the 1940s [Lancaster, Douglas, Mitchum, Ryan, Widmark, and Andrews], Peck was the most likely to appear in a comedy. The other men were tough and cynical while Peck was a combination of rugged and gentlemanly charm. I wonder why he wasn't used in a great film noir like the others.

With that, Peck was in two comedies. One was the lighthearted ROMAN HOLIDAY [1953], and the other was DESIGNING WOMAN [1957] which was more physical.