In this question about rooftop hydro I covered the efficiency question almost as an aside. I can't find an actual plant with efficiency over 80%, only claims that that might be possible. The average efficiency will be much lower than the peak, as a lot of plants are old and have efficiencies around 60% (although some have been refitted to boost efficiency). Since we're dealing with big civil engineering projects changing the design is usually a big, expensive project. Published efficiency figures often fail to separate natural inflow from pumped, although thanksfully the engineers seem to dominate these discussions so they generally say "{year} input x GWh, output y GWh (including natural inflows)". Otherwise a few plants would have efficiencies over 100% some years :)
I started with the link William also found to the Energy Storage Association who appear to be a trade group promoting the idea.
these plants are typically highly efficient (round-trip efficiencies reaching greater than 80%) and can prove very beneficial in terms of balancing load within the overall power system. Pumped-storage facilities can be very economical due to peak tand off-peak price differentials and their potential to provide critical ancillary grid services.
Wikipedia make a similar claim:
the round-trip energy efficiency of PSH varies in practice between 70% and 80%, with some claiming up to 87%.
But they give references. Unfortunately the Hawaiian Electric Company claim of 87% round-trip is no longer on their web page and I can't find an archived version. They don't appear to have built an actual plant with that efficiency, so I suspect they were repeating advertising claims.
The people promoting trains for energy storage say that 70-75% or more realistic (via The Economist):
Its system uses modified railway cars on a specially built track ... delivers more power for the same height differential. He also says it is more efficient, with a round-trip efficiency—the ratio of energy out to energy in—of more than 85%, compared with 70-75% for Pumped Storage Hydro.
Storing Energy: with Special Reference to Renewable Energy Sources
By Trevor M. Letcher says 60% for older plants and up to 80% for newer ones.