Alright /adv/, should I call the police if I thought someone

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Alright /adv/, should I call the police if I thought someone was attempting to threaten or hurt me on the street?

Happened about 20 minutes ago when I was walking back from work. Some bald guy wearing a big black coat starts looking at me super intensely and starts walking towards me. He's holding one of his hands inside his coat like he's holding something, maybe a gun or a knife.

I start freaking out a bit but I kept it cool and just give him a short smile and walk past him, this time a bit quicker in pace. After a minute or two I look behind and there he is, I only glanced back for a moment but it definitely seemed like he was following me.

Either way, as soon as I turn around the corner I sprint all the fucking way home.

Whole thing felt really weird, I've never felt threatened on the streets before. Especially at fucking 3 in the afternoon. So should I call the police? Will it even help?