The paranormal genre includes creatures like zombies, werewolves, aliens, and ghosts, as well as phenomena like telepathy and time travel. Supernatural  refers to phenomena that are forever outside the realm of scientific explanation, such as god, the afterlife, and the soul.
On the other hand, "supernatural" refers to phenomena or entities that exist outside the realm of scientific understanding, such as ghosts, spirits, or otherworldly beings. Examples of horror could include classic films like "The Shining" or "Psycho," which focus on psychological terror and fear.