Peritoneal dialysis (PD) has been introduced more than 25 years ago as an alternative to hemodialysis for the treatment of end-stage renal disease. However, after the peak of the number of PD patients, which was noted in the mid-1980s, and despite the fact that in some countries there is a tendency for PD first, the number of incident PD patients in Europe and the United States is constantly decreasing. A large number of studies comparing the effect of these two treatment modalities on patients' outcomes have yielded conflicting results, which raise confusing messages to nephrologists. Epidemiologic methods, survival analysis models, and interpretation of results are not always clear and understandable for the average nephrologist. This review will focus on the exploration of possible causes of discrepancy among survival studies and it will try to clarify the basic key points of survival analysis in order to make the results as clear as possible.