Former President Donald J. Trump told supporters on Sunday that he “shouldn’t have left” the White House at the end of his term during an end-of-campaign rally where he vented angrily about a spate of new public polls showing him losing ground to Vice President Kamala Harris and joked about reporters being shot at.

The former president also described Democrats as a “demonic” party at the rally, at an airport in Lititz, Pa., his first of three swing-state stops planned for his second to last day on the campaign trail. Mr. Trump’s voice was audibly hoarse and his speech sluggish as he made unfounded claims about election interference. He praised himself for ditching his prepared remarks, saying it meant the “truth” could come out.

“We had the best border, the safest border,” Mr. Trump said of his time in the White House. He said that the economy had been in good shape, before mentioning the chart he had been pointing to featuring immigration statistics when he was shot at during a rally in Butler, Pa., in July.

“It said we had the safest border in the history of our country the day that I left,” he said.

“I shouldn’t have left, I mean, honestly,” Mr. Trump continued. He added, “We did so well, we had such a great—” and then cut himself off. He then immediately noted “so now, every polling booth has hundreds of lawyers standing there.”

The remark echoed what Mr. Trump told some aides within days of his 2020 election loss: that he wasn’t going to leave the White House.

“I’m just not going to leave,” Mr. Trump told one aide. He told another, “We’re never leaving,” and added: “How can you leave when you won an election?”