P MOSFET turning on before gate threshold
Do you know that every MOSFET has a build in body diode between the drain and the source? In your case, the anode of a body diode is connected to the drain terminal and the cathode to the source terminal. And this is why your MOSFET is turn-ON. 

Your circuit 







simulate this circuit &ndash; Schematic created using CircuitLab

The proper way to turn on the P-Channel MOSFET looks like this 







simulate this circuit

And now pushing the SW1 switch will Turn ON the MOSFET. 
And releasing the switch will turn-OFF the MOSFET. 
Notice that the source terminal is connected to the highest potential in the circuit. And body diode will not conduct.