Our fossil fuel based power generation is around 40% efficient (ish) and that Petrol powered cars are 25%-38% (
http://www.greencarreports.com/news/...-of-38-percent) efficient, and that Diesel engines are up to 40% efficient.
There are also losses in transmission (think power lines, substations etc) to take into account.
However electric cars have some advantages over internal combustion cars.
1. Regnerative braking - In town driving, the vast majority of fuel is spent on heating the brakes. Maintaining speed takes vastly less fuel than accelerating. Electric cars slow down by using the motors as generators. They still have brakes of course but they aren't used nearly as much. Manufacturers have a rating for electric cars to show what their equivalent MPG is compared to normal cars. It's the MPG equivalent rating (MPGe) Many electric cars have an MPGe rating of over 100 MPGe
2. Reduction of localised pollution. Fossil fuel cars leave lots of nasty gasses wherever they are. Power stations don't need to be in cities. Also, since the scrubbing equipment doesn't need to me part of the car, it is viable to have a lot more of it and use a lot more weight meaning it is practical to make sure that what goes into the atmosphere is much cleaner than what comes out of a car exhaust.
3. A significant percentage of our power now comes from Wind and Solar. That directly means that if 20% of our energy generated is zero emission, 20% of the electric car's energy is zero emission. If you really are concerned about reducing that, get some solar panels, a powerwall or similar and maybe even some wind generation on site and you can reduce it further. Note that microturbines are utter rubbish and a waste of time, effort and money. You need a good size field and a huge turbine.