Keep doors, windows, vehicles locked. Lighting outside if possible.

Surveillance video. You can pick up cheap IP cams on Amazon.

If you have a good camera with a telephoto lens, I'd get some shots of him from between your curtains and inside your window. Don't let him see you doing it.

You can report him as a suspicious person or stalker. Save the papers in a plastic bag. Use nitrile or latex gloves to handle any of it.

Have means to defend yourself and know the law regarding how much force you can use to do so. OC spray (large canister) is one thing that is less likely to get you charged or sued than more injurious tools.

If you go outside, look around before you step out and don't let the door go shut behind you until you know you are alone.

That is what I would do.